A bootstrap approach to test the conditional symmetry in time series models

DOI10.1016/j.csda.2006.12.008zbMath1161.62403OpenAlexW2105960319WikidataQ60545739 ScholiaQ60545739MaRDI QIDQ1019981

Alicia Pérez-Alonso

Publication date: 29 May 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.12.008

zbMATH Keywords

bootstrapMonte Carlo simulationconditional symmetrynonparametric testsnear epoch dependence

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05)

Related Items

Mixtures of equispaced normal distributions and their use for testing symmetry with univariate data, A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models, Bootstrap-assisted tests of symmetry for dependent data, A consistent bootstrap procedure for nonparametric symmetry tests, A nonparametric test for conditional symmetry in nonstationary and absolutely regular dynamical models, Unbiased estimates for moments and cumulants in linear regression, Comments on: ``An updated review of goodness-of-fit tests for regression models

Uses Software

• bootstrap

Cites Work

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