Limiting distribution of weighted processes of residuals. Application to parametric nonlinear autoregressive models;Loi limite fonctionnelle d'un processus résiduel cumulé. Application à des tests d'ajustement pour des modèles autorégressifs paramétriques d'ordre 1

Comptes Rendus de l'Academie des Sciences - Series I: Mathematics

Volumn 325, Issue 5, 1997, Pages 535-540

  Diebolt, Jean ^a   Laïb, Naâmane ^b   Wandji, Ngatchou Joseph ^c  

^a CNRS and IMAG LMC SMS   (France)

^b SORBONNE UNIVERSITÉ   (France)

^c INRIA RHÔNE ALPES   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031232043     PISSN: 07644442     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0764-4442(97)88903-3     Document Type: Article

References (12)

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3. [3] Diebolt J., Laïb N. and Ngatchou Wandji J., 1997. Limiting functional distribution of weighted processes of residuals. Application to goodness-of-fit tests for parametric models of nonlinear autoregressive, Manuscript.
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