Residual empirical processes and their application to GM-testing for the autoregression order
DOI10.3103/S1066530713040042zbMATH Open1283.62181OpenAlexW2090635565MaRDI QIDQ2439931FDOQ2439931
Authors: D. M. Esaulov 
Publication date: 26 March 2014
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s1066530713040042
Recommendations
- Residual empirical processes and qualitatively robust GM-tests in autoregression
- Robustness of GM-tests in autoregression against outliers
- Robustness of sign tests for testing hypotheses about order of autoregression
- On the empirical distribution function of residuals in autoregression with outliers and Pearson's chi-square type tests
- Testing linear hypotheses in autoregressions
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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- Aligned rank tests for linear models with autocorrelated error terms
- Asymptotics of some estimators and sequential residual empiricals in nonlinear time series
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- Robust estimation of nonlinear regression with autoregressive errors.
- Testing linear hypotheses in autoregressions
Cited In (5)
- Residual empirical processes and qualitatively robust GM-tests in autoregression
- On the empirical distribution function of residuals in autoregression with outliers and Pearson's chi-square type tests
- Robustness of sign tests for testing hypotheses about order of autoregression
- Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity
- Entropy test and residual empirical process for autoregressive conditional duration models
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