An empirical likelihood goodness-of-fit test for time series

10.1111/1467-9868.00408

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Main Authors:	Chen, S.X., Härdle, W., Li, M.
Other Authors:	COMPUTER SCIENCE
Format:	Article
Published:	2014
Subjects:	α-mixing Empirical likelihood Goodness-of-fit test Nadaraya-Watson estimator Parametric models Power of test Square-root processes Weak dependence
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/113920
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-113920
record_format	dspace
spelling	sg-nus-scholar.10635-1139202023-10-31T08:04:56Z An empirical likelihood goodness-of-fit test for time series Chen, S.X. Härdle, W. Li, M. COMPUTER SCIENCE STATISTICS & APPLIED PROBABILITY α-mixing Empirical likelihood Goodness-of-fit test Nadaraya-Watson estimator Parametric models Power of test Square-root processes Weak dependence 10.1111/1467-9868.00408 Journal of the Royal Statistical Society. Series B: Statistical Methodology 65 3 663-678 2014-12-01T08:22:42Z 2014-12-01T08:22:42Z 2003 Article Chen, S.X., Härdle, W., Li, M. (2003). An empirical likelihood goodness-of-fit test for time series. Journal of the Royal Statistical Society. Series B: Statistical Methodology 65 (3) : 663-678. ScholarBank@NUS Repository. https://doi.org/10.1111/1467-9868.00408 13697412 http://scholarbank.nus.edu.sg/handle/10635/113920 000184473200005 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	α-mixing Empirical likelihood Goodness-of-fit test Nadaraya-Watson estimator Parametric models Power of test Square-root processes Weak dependence
spellingShingle	α-mixing Empirical likelihood Goodness-of-fit test Nadaraya-Watson estimator Parametric models Power of test Square-root processes Weak dependence Chen, S.X. Härdle, W. Li, M. An empirical likelihood goodness-of-fit test for time series
description	10.1111/1467-9868.00408
author2	COMPUTER SCIENCE
author_facet	COMPUTER SCIENCE Chen, S.X. Härdle, W. Li, M.
format	Article
author	Chen, S.X. Härdle, W. Li, M.
author_sort	Chen, S.X.
title	An empirical likelihood goodness-of-fit test for time series
title_short	An empirical likelihood goodness-of-fit test for time series
title_full	An empirical likelihood goodness-of-fit test for time series
title_fullStr	An empirical likelihood goodness-of-fit test for time series
title_full_unstemmed	An empirical likelihood goodness-of-fit test for time series
title_sort	empirical likelihood goodness-of-fit test for time series
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/113920
_version_	1781789240191877120

An empirical likelihood goodness-of-fit test for time series

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