Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model

DOI10.1016/J.SPL.2008.01.012zbMath1152.62057OpenAlexW2071097896MaRDI QIDQ945802

Feng Liu, Xue-Mei Hu, Zhi-Zhong Wang

Publication date: 17 September 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.01.012

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Monte Carlo methods (65C05)

Related Items (5)

Zero finite-order serial correlation test in a partially linear single-index model ⋮ Asymptotic behaviour of the portmanteau tests in an integer-valued AR model ⋮ Testing Serial Correlation in Partially Linear Single-Index Errors-in-Variables Models ⋮ Testing Serial Correlation in Partially Linear Additive Errors-in-variables Models ⋮ Strong consistency rates for the estimators in a heteroscedastic EV model with missing responses

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