scientific article; zbMATH DE number 777922

MaRDI QIDQ4840413zbMATH OpenFDO

Authors J. Diebolt, N. Laïb

Publication date 14 September 1995

zbMATH Keywords

autoregression modelscorrelationCramer-Von Mises testsgoodness-of-fit testsKolmogorov-Smirnov testlimiting functional distributionregression functionstrongly mixing observationsweak invariance principle

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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