Detecting Dependencies in Smooth Regression Models

DOI10.2307/2336305zbMath0659.62043WikidataQ114588817 ScholiaQ114588817MaRDI QIDQ3809034

Ulrich Stadtmüller, Hans-Georg Müller

Publication date: 1988

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2336305

zbMATH Keywords

simulation; asymptotic normality; serial correlation; consistent estimator; nonparametric regression; residual analysis; correlation estimation; finite sample behaviour; dependent errors; m-dependent random variables; asymptotic chi-square test; generalized difference schemes; null hypotheses of uncorrelatedness; stationary second moments

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62G05: Nonparametric estimation

65C05: Monte Carlo methods

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