Model checks for regression: an innovation process approach

DOI10.1214/aos/1024691363zbMath0930.62044OpenAlexW2117263506MaRDI QIDQ1807146

Silke Thies, Winfried Stute, Li Xing Zhu

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1024691363

zbMATH Keywords

goodness-of-fit tests innovation process residual cusum process

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Martingales with continuous parameter (60G44)

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