A nonparametric test for conditional symmetry in nonstationary and absolutely regular dynamical models

DOI10.1016/J.CRMA.2010.09.007zbMATH Open1203.62084OpenAlexW2092002020MaRDI QIDQ710856FDOQ710856

Authors: Joseph Ngatchou-Wandji, Michel Harel, Echarif Elharfaoui 

Publication date: 22 October 2010

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2010.09.007

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Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Computing the distribution of quadratic forms in normal variables
• A consistent test for conditional symmetry in time series models
• Nonparametric tests for conditional symmetry in dynamic models
• A bootstrap approach to test the conditional symmetry in time series models
• Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models

Cited In (1)

• Consistent tests for symmetric stability with finite mean based on the empirical characteristic function

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