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A new test for normality in linear autoregressive models - MaRDI portal

A new test for normality in linear autoregressive models

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Publication:1868960

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zbMath1027.62024MaRDI QIDQ1868960

Gemai Chen, Min Chen, Guo Fu Wu

Publication date: 13 January 2004

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

zbMATH Keywords

Kolmogorov-Smirnov statistic time-reversibility one-step forecast

Mathematics Subject Classification ID

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

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