Testing nonstationary and absolutely regular nonlinear time series models

DOI10.1007/s11203-018-9194-8zbMath1431.62404OpenAlexW2903909660WikidataQ128735842 ScholiaQ128735842MaRDI QIDQ2330966

Echarif Elharfaoui, Joseph Ngatchou-Wandji, Michel Harel, Madan Lal Puri

Publication date: 23 October 2019

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-018-9194-8

zbMATH Keywords

weak convergencetime seriesnonstationaritytestslocal power of tests

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02) Functional limit theorems; invariance principles (60F17)

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