Inference on variance components of autocorrelated sequences in the presence of drift

DOI10.1080/10485250213111zbMath1007.62096OpenAlexW2070887121MaRDI QIDQ4796545

Geoffrey L. Collier, Robert Todd Ogden

Publication date: 26 March 2003

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250213111

zbMATH Keywords

slowly varying functionspseudoresidualsm-dependent datatapping data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Analysis of variance and covariance (ANOVA) (62J10) Applications of statistics to psychology (62P15)

Cites Work

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• Detecting Dependencies in Smooth Regression Models
• Tests for Change in a Mean Function when the Data are Dependent
• Commonality of cusum, von Neumann and smoothing-based goodness-of-fit tests
• Testing goodness of fit via nonparametric function estimation techniques
• Distribution of the Ratio of the Mean Square Successive Difference to the Variance
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