Score based goodness-of-fit tests for time series

DOI10.5705/ss.2009.090zbMath1270.62080OpenAlexW2166152247MaRDI QIDQ3097911

Howell Tong, Shiqing Ling

Publication date: 10 November 2011

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/28245a78868a219c34c4ee1edc34ff3c590de51a

zbMATH Keywords

empirical processesnonlinear time series

Mathematics Subject Classification ID

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

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