A goodness-of-fit test for marginal distribution of linear random fields with long memory

DOI10.1007/s00184-015-0550-zzbMath1330.62176OpenAlexW617980819MaRDI QIDQ2634241

Hira L. Koul, Nao Mimoto, Donatas Surgailis

Publication date: 8 February 2016

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-015-0550-z

zbMATH Keywords

Cauchy distributiondegenerate residual empirical process

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

Scaling transition for nonlinear random fields with long-range dependence, Limit theorems for linear random fields with innovations in the domain of attraction of a stable law, Scaling transition and edge effects for negatively dependent linear random fields on \(\mathbb{Z}^2\), Comparing the marginal densities of two strictly stationary linear processes, Cramér type moderate deviations for random fields, Anisotropic scaling limits of long-range dependent random fields, Asymptotic Distribution of the Bias Corrected Least Squares Estimators in Measurement Error Linear Regression Models Under Long Memory, A local limit theorem for linear random fields

Uses Software

• spatial

Cites Work

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