Goodness-of-fit tests for Markovian time series models: Central limit theory and bootstrap approximations

Bernoulli

Volumn 14, Issue 1, 2008, Pages 14-46

  Neumann, Michael H ^a   Paparoditis, Efstathios ^b  

^a FRIEDRICH SCHILLER UNIVERSITY JENA   (Germany)

^b UNIVERSITY OF CYPRUS   (Cyprus)

Author keywords

ARCH processes; Autoregressive processes; Bootstrap; Central limit theorem; Goodness of fit test; Weak dependance

Indexed keywords

EID: 41449090422     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/07-BEJ6055     Document Type: Article

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