A score type test for general autoregressive models in time series

DOI10.1007/S10255-007-0384-1zbMath1127.62085OpenAlexW2027256208MaRDI QIDQ2468790

Jian-Hong Wu, Li Xing Zhu

Publication date: 25 January 2008

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-007-0384-1

zbMATH Keywords

goodness-of-fitmodel checkingmaximin test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05) Asymptotic properties of parametric tests (62F05)

Related Items (1)

Goodness-of-fit tests for vector autoregressive models in time series

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