A minimum distance lack-of-fit test in a Markovian multiplicative error model
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Publication:2241533
DOI10.1007/s42519-021-00168-1zbMath1473.62288MaRDI QIDQ2241533
Hira L. Koul, Indeewara Perera
Publication date: 9 November 2021
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s42519-021-00168-1
62F40: Bootstrap, jackknife and other resampling methods
62M02: Markov processes: hypothesis testing
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