Nonparametric tests for model selection with time series data
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Publication:1969429
DOI10.1007/BF02595876zbMath0938.62052OpenAlexW2083610527MaRDI QIDQ1969429
Publication date: 13 June 2000
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02595876
Density estimation (62G07) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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