On the Bickel–Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes (Q5228346)
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scientific article; zbMATH DE number 7091901
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Bickel–Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes |
scientific article; zbMATH DE number 7091901 |
Statements
On the Bickel–Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes (English)
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12 August 2019
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autoregressive process
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Bickel-Rosenblatt statistic
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goodness-of-fit
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hypothesis testing
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nonparametric estimation
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Parzen-Rosenblatt density estimator
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residual process
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