Goodness of fit for lattice processes

DOI10.1016/j.jeconom.2009.03.003zbMath1431.62433OpenAlexW2161329668MaRDI QIDQ2628837

Javier Hidalgo

Publication date: 18 July 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.03.003

zbMATH Keywords

goodness-of-fit testsspatial linear processesbootstrap testsspectral domain

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Nonparametric statistical resampling methods (62G09)

Related Items

An updated review of goodness-of-fit tests for regression models ⋮ Local Whittle likelihood estimators and tests for spatial lattice data ⋮ NONPARAMETRIC PREDICTION WITH SPATIAL DATA ⋮ Autoregressive spatial spectral estimates ⋮ BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL ⋮ SPECIFICATION TESTS FOR LATTICE PROCESSES

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