Testing nonstationary and absolutely regular nonlinear time series models-Reference-Cited by-同舟云学术

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Testing nonstationary and absolutely regular nonlinear time series models

Published:2018-12-18 Issue:3 Volume:22 Page:557-593
ISSN:1387-0874
Container-title:Statistical Inference for Stochastic Processes
language:en
Short-container-title:Stat Inference Stoch Process

Author:

Ngatchou-Wandji Joseph,Puri Madan L.,Harel Michel,Elharfaoui Echarif

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Link

http://link.springer.com/article/10.1007/s11203-018-9194-8/fulltext.html

Reference31 articles.

1. Athreya KB, Roy V (2016) General Glivenko–Cantelli theorems. Stat 5:306–311

2. Benghabrit Y, Hallin M (1996) Locally asymptotically optimal tests for autoregressive against bilinear serial dependence. Stat Sin 6:147–169

3. Billingsley P (1968) Convergence of probability Measures. Wiley, New York

4. Carbon M, Francq C, Tran L (2007) Kernel regression estimation for random fields. J Stat Plan Inference 137:778–798

5. Deheuvels P, Martynov GV (1995) Cramér–von mises-type tests with applications to tests of independence for multivariate extreme-value distributions. Commun Stat Theory Methods 25:871–908

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