Resampling for checking linear regressio
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J.M.Vilar FernΓ‘ndez; W.GonzΓ‘lez Manteiga
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Article
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2000
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Elsevier Science
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English
β 359 KB
Let us consider the ΓΏxed regression model, Yt = m(xt) + t ; t = 1; : : : ; n; and assume that the random errors, { t }; follow an ARMA-type dependence structure. The purpose of this paper is to study the application of the bootstrap test to check that the unknown regression function, m, follows a ge