Testing Normality for Linear AR(p) Models
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Publication:3155301
DOI10.1081/STA-120028732zbMath1066.62048MaRDI QIDQ3155301
Min Chen, Wai-Cheung Ip, Hueng Wong
Publication date: 14 January 2005
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
62G10: Nonparametric hypothesis testing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G20: Asymptotic properties of nonparametric inference
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