Model specification tests in nonparametric stochastic regression models

DOI10.1006/jmva.2001.2058zbMath1030.62032OpenAlexW2059553141MaRDI QIDQ1861390

Rodney Carl Wolff, Howell Tong, J. T. Gao

Publication date: 16 March 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2001.2058

zbMATH Keywords

dependent processesadditivitynonlinear time seriesmodel determinationsemiparametric autoregression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

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