BICKEL–ROSENBLATT TEST FOR WEAKLY DEPENDENT DATA

DOI10.3846/13926292.2012.685959zbMath1297.62103OpenAlexW2053419870MaRDI QIDQ4906388

Janis Valeinis, Audris Locmelis

Publication date: 11 February 2013

Published in: Mathematical Modelling and Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3846/13926292.2012.685959

Mathematics Subject Classification ID

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

Related Items (1)

On the Bickel–Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes

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