A model-adaptive test for parametric single-index time series models

DOI10.1111/JTSA.12249MaRDI QIDQ4596434zbMATH OpenOpenAlexFDO

Authors Qiang Xia, Kejun He, Cuizhen Niu

Publication date 1 December 2017

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/jtsa.12249

zbMATH Keywords

dimension reductionglobally smoothingresidual-marked empirical process

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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