Testing for the Equality of Two Autoregressive Functions Using Quasi-Residuals

DOI10.1080/03610920802452560MaRDI QIDQ5321941zbMATH OpenOpenAlexFDO

Authors

Publication date 16 July 2009

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920802452560

zbMATH Keywords

autoregressivekernel estimatormixing processMonte Carlo simulationnonparametrictables

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

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Cites work

• A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series
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• Comparison of Regression Curves Using Quasi-Residuals
• Covariate-Matched One-Sided Tests for the Difference Between Functional Means
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
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• Testing for superiority among two time series
• Testing for the equality of two nonparametric regression curves
• Testing the (parametric) null model hypothesis in (semiparametric) partial and generalized spline models
• Testing the equality of nonparametric regression curves
• Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques

Cited in

(2)

• Sur un test d'égalité des autocovariances de deux séries chronologiques
• A residual-based test for autocorrelation in quantile regression models

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