scientific article; zbMATH DE number 883616

zbMATH Open0843.62052MaRDI QIDQ4879980FDOQ4879980

Authors: Joseph Ngatchou-Wandji, J. Diebolt 

Publication date: 2 June 1996

Title of this publication is not available (Why is that?)

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zbMATH Keywords

boundspowersARCH modelsweak invariance principlebilinear modelsEXPAR modelsEXPARMA modelsnonparametric first order autoregressive models

Mathematics Subject Classification ID

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

Cited In (3)

• On the Bickel-Rosenblatt test for first-order autoregressive models
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• Title not available (Why is that?)

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