Bickel-Rosenblatt test for weakly dependent data

DOI10.3846/13926292.2012.685959MaRDI QIDQ4906388zbMATH OpenOpenAlexFDO

Authors Janis Valeinis, Audris Locmelis

Publication date 11 February 2013

Published in Mathematical Modelling and Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3846/13926292.2012.685959

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(1)

• On the Bickel-Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes

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