A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models
DOI10.1007/S11203-013-9087-9zbMATH Open1292.62130OpenAlexW2113673756MaRDI QIDQ376708FDOQ376708
Authors: Joseph Ngatchou-Wandji, Michel Harel 
Publication date: 19 November 2013
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-013-9087-9
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Cited In (10)
- Testing nonstationary and absolutely regular nonlinear time series models
- A nonparametric test for conditional symmetry in nonstationary and absolutely regular dynamical models
- A Monte Carlo evaluation of the performance of two new tests for symmetry
- Testing symmetry of model errors for non linear multiplicative distortion measurement error models
- Testing symmetry based on empirical likelihood
- Testing for serial independence in vector autoregressive models
- A nonparametric model check for time series when the random vectors are nonstationary and absolutely regular
- Fourier inference for stochastic volatility models with heavy-tailed innovations
- On a new goodness-of-fit test for the Rayleigh distribution based on a conditional expectation characterization
- Asymptotic behavior of nonparametric estimators of the two-dimensional and bivariate renewal functions
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