Lack of fit test for long memory regression models

DOI10.1007/s00362-017-0974-9zbMath1443.62292OpenAlexW2772761160MaRDI QIDQ779683

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

zbMATH Keywords

kernel estimationlong memorymarked empirical processlack of fit test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

Related Items (2)

Random weighting method for M-test in linear model with dependent errors ⋮ Two-stage variational mode decomposition approach to enhance the estimates of variance function

Uses Software

• longmemo

Cites Work

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