Testing serial correlation in semiparametric time series models

Journal of Time Series Analysis

Volumn 24, Issue 3, 2003, Pages 311-335

  Li, Dingding ^a   Stengos, Thanasis ^a  

^a UNIVERSITY OF GUELPH   (Canada)

Author keywords

Absolute regular process; Asymptotic normality; Partially linear model; Testing serial correlation

Indexed keywords

EID: 0141888091     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00309     Document Type: Article

References (20)

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