Nonparametric test for the form of parametric regression with time series errors

Statistica Sinica

Volumn 17, Issue 1, 2007, Pages 369-386

  Wang, Lan ^a   Van Keilegom, Ingrid ^b  

^a UNIVERSITY OF MINNESOTA   (United States)

^b UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

Author keywords

Bootstrap; Correlated errors; Goodness of fit test; Lack of fit test; Nearest neighbor windows; Nonparametric regression; Residual; Time series errors; Trend

Indexed keywords

EID: 34248594289     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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