Nonparametric tests in linear model with autoregressive errors
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Publication:6159680
DOI10.1007/S00184-022-00877-YarXiv2007.12124OpenAlexW3044388327MaRDI QIDQ6159680FDOQ6159680
Yetkin Tuaç, Jan Picek, Martin Schindler, Jana Jurečková, Olcay Arslan, Yeşim Güney
Publication date: 8 May 2023
Published in: Metrika (Search for Journal in Brave)
Abstract: In the linear regression model with possibly autoregressive errors, we propose a family of nonparametric tests for regression under a nuisance autoregression. The tests avoid the estimation of nuisance parameters, in contrast to the tests proposed in the literature.
Full work available at URL: https://arxiv.org/abs/2007.12124
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Cited In (6)
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