A goodness-of-fit test of the errors in nonlinear autoregressive time series models

Fuxia Cheng, Shuxia Sun

Type: Article

Publication Date: 2007-06-11

Citations: 24

DOI: https://doi.org/10.1016/j.spl.2007.05.003

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Statistics & Probability Letters - View

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+ PDF Chat	Estimating the error distribution in semiparametric transformation models	2015	Cédric Heuchenne Rawane Samb Ingrid Van Keilegom
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Works Cited by This (7)

Action	Title	Year	Authors
+	Weighted Empirical Processes in Dynamic Nonlinear Models	2002	Hira L. Koul
+	Estimation of the Distribution of Noise in an Autoregression Scheme	1983	M. V. Boldin
+ PDF Chat	On Conditional Least Squares Estimation for Stochastic Processes	1978	Lawrence A. Klimko Paul I. Nelson
+ PDF Chat	On Some Global Measures of the Deviations of Density Function Estimates	1973	Peter J. Bickel M. Rosenblatt
+ PDF Chat	Asymptotic Distribution Results in Competing Risks Estimation	1978	Thomas R. Fleming
+	On the Bickel–Rosenblatt test for first-order autoregressive models	2002	Sangyeol Lee Seongryong Na
+ PDF Chat	A note on the Bickel–Rosenblatt test in autoregressive time series	2005	Dirk Bachmann Holger Dette