Lack of fit test for long memory regression models
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Publication:779683
DOI10.1007/S00362-017-0974-9zbMATH Open1443.62292OpenAlexW2772761160MaRDI QIDQ779683FDOQ779683
Authors: Lihong Wang 
Publication date: 14 July 2020
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-017-0974-9
Recommendations
- Regression model fitting with long memory errors
- A nonparametric lack-of-fit test for heteroscedastic regression models
- Minimum distance lack-of-fit tests under long memory errors
- REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS
- Asymptotic inference in some heteroscedastic regression models with long memory design and errors
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cites Work
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- Asymptotics of weighted empirical processes of linear fields with long-range dependence
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- Nonparametric regression with heteroscedastic long memory errors
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- Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models
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Cited In (8)
- Testing a sub-hypothesis in linear regression models with long memory covariates and errors.
- Two-stage variational mode decomposition approach to enhance the estimates of variance function
- Huber-Dutter estimation of linear models with dependent errors
- Asymptotic inference in some heteroscedastic regression models with long memory design and errors
- Minimum distance lack-of-fit tests under long memory errors
- Fitting long-memory models by generalized linear regression
- Random weighting method for M-test in linear model with dependent errors
- Estimation and testing in a partial linear regression model under long-memory dependence
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