A bootstrap test for the comparison of nonlinear time series

Computational Statistics and Data Analysis

Volumn 53, Issue 4, 2009, Pages 1339-1349

  Dette, Holger ^a   Weißbach, Rafael ^b  

^a RUHR UNIVERSITY BOCHUM   (Germany)

^b TU DORTMUND UNIVERSITY   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

FUNCTION EVALUATION; FUNCTIONS; PHOTOMASKS; PROBABILITY DENSITY FUNCTION; REGRESSION ANALYSIS; STATISTICAL TESTS;

AUTO-REGRESSIVE (AR); KOLMOGOROV SMIRNOV (KS); LOCAL LINEAR; REGRESSION FUNCTIONS; REJECTION PROBABILITY; SIMULATION STUDIES;

TIME SERIES;

EID: 58549099454     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2008.11.014     Document Type: Article

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