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A Non-parametric Test for Generalized First-order Autoregressive Models

✍ Scribed by Jean Diebolt; Joseph Ngatchou Wandji


Book ID
108535970
Publisher
John Wiley and Sons
Year
1997
Tongue
English
Weight
777 KB
Volume
24
Category
Article
ISSN
0303-6898

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✍ Joseph Ngatchou Wandji 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 172 KB

We derive a nonparametric test for discriminating between generalized autoregressive models. This test is a modiÿcation of the nonparametric tests proposed in Diebolt and Ngatchou Wandji (Prà epublications Mathà ematiques de l'Università e Paris-Nord, vol. 96-04) and Diebolt et al. (Scand. J. Statis