A consistent nonparametric test for linearity of \(\text{AR} (p)\) models (Q1389742)
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scientific article; zbMATH DE number 1170385
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A consistent nonparametric test for linearity of \(\text{AR} (p)\) models |
scientific article; zbMATH DE number 1170385 |
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A consistent nonparametric test for linearity of \(\text{AR} (p)\) models (English)
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30 June 1998
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absolute regularity
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asymptotic normality
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autoregressive model
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consistent test
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kernel estimation
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