scientific article; zbMATH DE number 3872512

MaRDI QIDQ3339128zbMATH OpenFDO

Authors M. V. Boldin

Publication date 1983

zbMATH Keywords

empirical distributionsGaussian processKolmogorov statisticsomega square statisticscalar autoregression equationSkorokhod metric

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Non-Markovian processes: hypothesis testing (62M07)

Recommendations

• Local power of Kolmogorov's and omega-squared type criteria in autoregression
• On Testing Hypotheses in the Sliding Average Scheme by the Kolmogorov–Smirnov and \omega ^2 Tests
• On the asymptotic power of tests of fit under local alternatives in autoregression
• Testing linear hypotheses in autoregressions
• On nonparametric sign procedures for autoregression models

Cited in

(6)

• An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process
• Estimating linear functionals of the error distribution in nonparametric regression
• Nonparametric estimation of the ratios of derivatives of a multivariate distribution density from dependent observations
• Sign tests in the simplest auto-regression with coefficient from $ \mathbb{R}^1$
• Testing for the Equality of Two Autoregressive Functions Using Quasi-Residuals
• Local power of Kolmogorov's and omega-squared type criteria in autoregression

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