Testing for the Equality of Two Autoregressive Functions Using Quasi-Residuals

DOI10.1080/03610920802452560zbMath1165.62032OpenAlexW2089207656MaRDI QIDQ5321941

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Publication date: 16 July 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802452560

zbMATH Keywords

tablesMonte Carlo simulationautoregressivekernel estimatornonparametricmixing process

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Monte Carlo methods (65C05)

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