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Testing the Goodness of Fit of Parametric Regression Models with Random Toeplitz Forms

✍ Scribed by AXEL MUNK

Book ID
108536191
Publisher
John Wiley and Sons
Year
2002
Tongue
English
Weight
304 KB
Volume
29
Category
Article
ISSN
0303-6898

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This paper is devoted to goodness-of-ΓΏt tests for parametric possibly nonlinear heteroscedastic regression models. The test statistic is constructed using a marked empirical process based on residuals. We investigate the consistency of this test statistic and of the estimators needed to compute it.