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

DOI10.1016/J.CRMA.2010.09.007MaRDI QIDQ710856zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(3)

• Consistent tests for symmetric stability with finite mean based on the empirical characteristic function
• Nonparametric tests for conditional symmetry in dynamic models
• A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models

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