Nonparametric model checks for time series

DOI10.1214/aos/1018031108zbMath0955.62089OpenAlexW2006445193MaRDI QIDQ1807172

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1018031108

zbMATH Keywords

marked empirical processes psi-residuals autoregressive median function martingale transform tests

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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