A note on the Bickel-Rosenblatt test in autoregressive time series

Statistics and Probability Letters

Volumn 74, Issue 3, 2005, Pages 221-234

  Bachmann, Dirk ^a   Dette, Holger ^a  

^a RUHR UNIVERSITY BOCHUM   (Germany)

Author keywords

Asymptotic distribution under fixed alternatives; Autoregressive process; Goodness of fit test; Nonparametric density estimation

Indexed keywords

EID: 23944467745     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2005.04.003     Document Type: Article

References (14)

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