A nonparametric test for conditional symmetry in nonstationary and absolutely regular dynamical models

DOI10.1016/j.crma.2010.09.007zbMath1203.62084OpenAlexW2092002020MaRDI QIDQ710856

Michel Harel, Joseph Ngatchou-Wandji, Echarif Elharfaoui

Publication date: 22 October 2010

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2010.09.007

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Nonparametric tests for conditional symmetry in dynamic models
• A bootstrap approach to test the conditional symmetry in time series models
• Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models
• Computing the distribution of quadratic forms in normal variables
• A consistent test for conditional symmetry in time series models

This page was built for publication: A nonparametric test for conditional symmetry in nonstationary and absolutely regular dynamical models