Limiting distribution of weighted processes of residuals. Application to parametric nonlinear autoregressive models
DOI10.1016/S0764-4442(97)88903-3zbMATH Open0890.62066WikidataQ127342819 ScholiaQ127342819MaRDI QIDQ4367682FDOQ4367682
Joseph Ngatchou-Wandji, J. Diebolt, N. Laïb
Publication date: 2 December 1997
Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Non-Markovian processes: hypothesis testing (62M07) Functional limit theorems; invariance principles (60F17)
Cited In (9)
- A functional conditional symmetry test for a GARCH-SM model: Power asymptotic properties
- A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations
- Goodness-of-fit tests for nonlinear heteroscedastic regression models
- Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity
- Asymptotic results for hybrids of empirical and partial sums processes
- ON TESTING THE GOODNESS-OF-FIT OF NONLINEAR HETEROSCEDASTIC REGRESSION MODELS
- Local power of a Cramér-von Mises type test for parametric autoregressive models of order one
- A locally asymptotically powerful test for nonlinear autoregressive models
- On the hybrids of \(k\)-spacing empirical and partial sum processes
Recommendations
This page was built for publication: Limiting distribution of weighted processes of residuals. Application to parametric nonlinear autoregressive models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4367682)
