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scientific article; zbMATH DE number 777922 - MaRDI portal

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zbMath0820.62040MaRDI QIDQ4840413

Naâmane Laïb, Jean Diebolt

Publication date: 14 September 1995

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

correlation weak invariance principle goodness-of-fit tests regression function Kolmogorov-Smirnov test autoregression models strongly mixing observations Cramer-Von Mises tests limiting functional distribution

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Testing for changes in the mean or variance of a stochastic process under weak invariance ⋮ A nonparametric goodness-of-fit test for a class of parametric autoregressive models

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