Testing for a change of the innovation distribution in nonparametric autoregression: the sequential empirical process approach (Q2868867)
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scientific article; zbMATH DE number 6239698
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for a change of the innovation distribution in nonparametric autoregression: the sequential empirical process approach |
scientific article; zbMATH DE number 6239698 |
Statements
19 December 2013
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conditional heteroscedasticity
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empirical distribution functions
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kernel estimation
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nonparametric AR-ARCH model
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nonparametric CHARN model
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partial sum process
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time series
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Testing for a change of the innovation distribution in nonparametric autoregression: the sequential empirical process approach (English)
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