Fitting an error distribution in some heteroscedastic time series models

Annals of Statistics

Volumn 34, Issue 2, 2006, Pages 994-1012

  Koul, Hira L ^a   Ling, Shiqing ^b  

^a MICHIGAN STATE UNIVERSITY   (United States)

^b HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

Goodness of fit test; Nonlinear time series models; Weighted empirical process

Indexed keywords

EID: 33746252990     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053606000000191     Document Type: Article

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