Some comments on specification tests in nonparametric absolutely regular processes

Journal of Time Series Analysis

Volumn 25, Issue 2, 2004, Pages 159-172

  Dette, Holger ^a   Spreckelsen, Ingrid ^a  

^a RUHR UNIVERSITY BOCHUM   (Germany)

Author keywords

Absolute regular process; Asymptotic equivalence; Goodness of fit test; Nonparametric autoregressive model; U statistics with varying kernel

Indexed keywords

EID: 1642634064     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2004.00343.x     Document Type: Article

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