An empirical likelihood goodness-of-fit test for time series

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 65, Issue 3, 2003, Pages 663-678

  Chen, Song Xi ^a   Härdle, Wolfgang ^b   Li, Ming ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b HUMBOLDT UNIVERSITY   (Germany)

Author keywords

mixing; Empirical likelihood; Goodness of fit test; Nadaraya Watson estimator; Parametric models; Power of test; Square root processes; Weak dependence

Indexed keywords

EID: 0042171753     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00408     Document Type: Article

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