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

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

10.1111/1467-9868.00408

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Bibliographic Details
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

Internet

http://scholarbank.nus.edu.sg/handle/10635/113920

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