Model checks of higher order time series

Statistics and Probability Letters

Volumn 76, Issue 13, 2006, Pages 1385-1396

  Stute, W ^a   Presedo Quindimil, M ^b   Gonzalez Manteiga W ^c   Koul, H L ^d  

^a JUSTUS LIEBIG UNIVERSITY   (Germany)

^b UNIVERSITY OF A CORUÑA   (Spain)

^c UNIVERSITY OF SANTIAGO DE COMPOSTELA   (Spain)

^d MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

Dimension reducing model; Higher order time series; Marked empirical processes; Model check; Residual cusums

Indexed keywords

EID: 33744821639     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2006.02.009     Document Type: Article

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