A nonparametric goodness-of-fit test for a class of parametric autoregressive models

Journal of Statistical Planning and Inference

Volumn 71, Issue 1-2, 1998, Pages 57-74

  Wandji, Joseph Ngatchou ^a  

^a UNIVERSITÉ DE CAEN   (France)

Author keywords

62F03; 62G10; 62M10; Autoregressive models; Contiguity; Goodness of fit tests; Mixing; Nonlinear models; Nonparametric methods

Indexed keywords

EID: 0039500717     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(98)00010-x     Document Type: Article

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