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Volumn 14, Issue 3, 2002, Pages 325-339

Weak convergence of some marked empirical processes: Application to testing heteroscedasticity

Author keywords

Goodness of fit; Heteroscedastic models; Markov models; Martingales; Nonparametric methods

Indexed keywords


EID: 0036626307     PISSN: 10485252     EISSN: None     Source Type: Journal    
DOI: 10.1080/10485250212377     Document Type: Article
Times cited : (9)

References (13)
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  • 3
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    • Chen, M.1    An, H.Z.2
  • 4
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    • Testing the function defining a nonlinear autoregressive time series
    • Diebolt, J. (1990). Testing the function defining a nonlinear autoregressive time series. Stochastic Processes and their Applications, 36, 85-106.
    • (1990) Stochastic Processes and their Applications , vol.36 , pp. 85-106
    • Diebolt, J.1
  • 5
    • 0003012835 scopus 로고
    • Probabilistic properties of the β-ARCH model
    • Guégan, D. and Diebolt, J. (1994). Probabilistic properties of the β-ARCH model. Statistica Sinica, 4, 71-87.
    • (1994) Statistica Sinica , vol.4 , pp. 71-87
    • Guégan, D.1    Diebolt, J.2
  • 6
  • 7
    • 0033243865 scopus 로고    scopus 로고
    • Nonparametric model checks for time series
    • Koul, H. and Stute, W. (1999). Nonparametric model checks for time series. The Annals of Statistics, 27, 204-236.
    • (1999) The Annals of Statistics , vol.27 , pp. 204-236
    • Koul, H.1    Stute, W.2
  • 8
    • 21344482829 scopus 로고
    • Identification of nonlinear time series from first order cumulative characteristics
    • McKeague, I.W. and Zhang, M.J. (1994). Identification of nonlinear time series from first order cumulative characteristics. The Annals of Statistics, 22, 495-514.
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    • McKeague, I.W.1    Zhang, M.J.2
  • 9
    • 0012307227 scopus 로고    scopus 로고
    • Limiting distribution of weighted processes of residuals. Application to testing time series
    • Ngatchou Wandji, J. and Laïb, N. (1998). Limiting distribution of weighted processes of residuals. Application to testing time series. Rapport de recherche SDAD (CNRS ESA 6081), 1998-8.
    • (1998) Rapport de recherche SDAD (CNRS ESA 6081) , vol.1998 , Issue.8
    • Ngatchou Wandji, J.1    Laïb, N.2
  • 10
    • 0032536668 scopus 로고    scopus 로고
    • The asymptotic behavior of the empirical process based on a linear process under some contiguous alternatives
    • Sangyeol, L. (1998). The asymptotic behavior of the empirical process based on a linear process under some contiguous alternatives. Journal of Statistical Planning and Inference, 67, 1-15.
    • (1998) Journal of Statistical Planning and Inference , vol.67 , pp. 1-15
    • Sangyeol, L.1
  • 12
    • 0031520116 scopus 로고    scopus 로고
    • Nonparametric model checks for regression
    • Stute, W. (1997). Nonparametric model checks for regression. The Annals of Statistics, 2, 613-641.
    • (1997) The Annals of Statistics , vol.2 , pp. 613-641
    • Stute, W.1
  • 13
    • 0032271144 scopus 로고    scopus 로고
    • Model checks for regression: An innovation process approach
    • Stute, W., Thies, S. and Zhu, L.X. (1998). Model checks for regression: an innovation process approach. The Annals of Statistics, 26, 1916-1934.
    • (1998) The Annals of Statistics , vol.26 , pp. 1916-1934
    • Stute, W.1    Thies, S.2    Zhu, L.X.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.