Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach
Author:
Affiliation:
1. Department of Mathematics; University of Hamburg
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/sjos.12030/fullpdf
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