Some comments on specification tests in nonparametric absolutely regular processes
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- repec:wyi:journl:002114 is not listed on IDEAS
- Dette, Holger & Weißbach, Rafael, 2006. "A Bootstrap Test for the Comparison of Nonlinear Time Series - with Application to Interest Rate Modelling," Technical Reports 2006,30, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
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- Gao, Jiti & Gijbels, Irene, 2005. "Bandwidth selection for nonparametric kernel testing," MPRA Paper 11982, University Library of Munich, Germany, revised Jun 2007.
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- Yan-Yu Chiou & Mei-Yuan Chen & Jau-er Chen, 2017. "Nonparametric Regression with Multiple Thresholds: Estimation and Inference," Papers 1705.09418, arXiv.org, revised Feb 2018.
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