A Model‐Adaptive Test for Parametric Single‐Index Time Series Models
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Publication:4596434
DOI10.1111/jtsa.12249zbMath1416.62533OpenAlexW2753021191MaRDI QIDQ4596434
Kejun He, Qiang Xia, Cuizhen Niu
Publication date: 1 December 2017
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12249
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)
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