An Empirical Likelihood Goodness-of-Fit Test for Time Series
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Publication:4672184
DOI10.1111/1467-9868.00408zbMath1063.62064OpenAlexW2144850260MaRDI QIDQ4672184
Ming Li, Song Xi Chen, Wolfgang Karl Härdle
Publication date: 29 April 2005
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: http://edoc.hu-berlin.de/18452/4094
kernel estimatorsNadaraya-Watson estimatorparametric models\(\alpha\)-mixingweak dependencepower of testsquare-root processes
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Order statistics; empirical distribution functions (62G30)
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