Local power of a Cramér-von Mises type test for parametric autoregressive models of order one
type: Item
instance of: scholarly article
title: Local power of a Cramér-von Mises type test for parametric autoregressive models of order one
zbMATH Open document ID: 1155.60318
author: Joseph Ngatchou-Wandji
author: N. Laïb
publication date: 2009-03-12T00:00:00Z
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 62F03
zbMATH DE Number: 5528585
zbMATH Keywords: conditional mean
zbMATH Keywords: contiguity
zbMATH Keywords: ergodicity
zbMATH Keywords: goodness-of-fit
zbMATH Keywords: martingale
zbMATH Keywords: nonlinear models
zbMATH Keywords: stationarity
MaRDI profile type: Publication
full work available at URL: j.camwa.2008.01.022
OpenAlex ID: W2063651229
cites work: A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series
cites work: Identification of nonlinear time series from first order cumulative characteristics
cites work: Nonparametric model checks for time series
cites work: Limiting distribution of weighted processes of residuals. Application to parametric nonlinear autoregressive models
cites work: Goodness-of-fit tests for nonlinear heteroscedastic regression models
cites work: Nonparametric model checks for regression
cites work: A weak invariance principle for cumulated functionals of the regressogram estimator with dependent data
cites work: A Non‐parametric Test for Generalized First‐order Autoregressive Models
cites work: A nonparametric goodness-of-fit test for a class of parametric autoregressive models
cites work: Q4869741
cites work: Rank-based tests for autoregressive against bilinear serial dependence
cites work: Martingale Approach in the Theory of Goodness-of-Fit Tests
cites work: Model checks for regression: an innovation process approach
cites work: Q3395931
cites work: Asymptotic methods in statistical decision theory
cites work: Q3999154
cites work: Q3911791
cites work: Q5543905
cites work: Q3706371
DOI: 10.1016/J.CAMWA.2008.01.022
published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 5528585