Regression model fitting with long memor
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Hira L. Koul; Winfried Stute
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Article
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1998
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Elsevier Science
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English
β 175 KB
This paper studies a class of tests useful for testing the goodness-of-ΓΏt of a regression model when the errors have long memory. These tests are based on a class of empirical processes marked by certain residuals. The paper gives their large sample behavior under null hypotheses. The design variabl