Weak convergence of marked empirical processes for focused inference on \(\mathrm{AR}(p)\) vs \(\mathrm{AR}(p+1)\) stationary time series

DOI10.1007/s11009-011-9270-7MaRDI QIDQ1930624

Alejandra Cabaña, Marco Scavino, Enrique M. Cabaña

Publication date: 11 January 2013

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-011-9270-7

zbMATH Keywords

goodness-of-fit; autoregressive processes; marked processes; transformations of processes in inference

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G20: Asymptotic properties of nonparametric inference

60F05: Central limit and other weak theorems

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Uses Software

• itsmr

Cites Work

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