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Goodness-of-fit Test in Parametric Time Series Models

✍ Scribed by Kathryn Prewitt


Book ID
108549343
Publisher
John Wiley and Sons
Year
1998
Tongue
English
Weight
431 KB
Volume
19
Category
Article
ISSN
0143-9782

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A nonparametric goodness-of-fit test for
✍ Joseph Ngatchou Wandji πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 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