On the Bickel-Rosenblatt test for first-order autoregressive models
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Barry Arnold & Robert Beaver & Richard Groeneveld & William Meeker, 1993. "The nontruncated marginal of a truncated bivariate normal distribution," Psychometrika, Springer;The Psychometric Society, vol. 58(3), pages 471-488, September.
- Jiang, Jiming, 1997. "Sharp upper and lower bounds for asymptotic levels of some statistical tests," Statistics & Probability Letters, Elsevier, vol. 35(4), pages 395-400, November.
- A. Azzalini & A. Capitanio, 1999. "Statistical applications of the multivariate skew normal distribution," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(3), pages 579-602.
- Aigner, Dennis & Lovell, C. A. Knox & Schmidt, Peter, 1977. "Formulation and estimation of stochastic frontier production function models," Journal of Econometrics, Elsevier, vol. 6(1), pages 21-37, July.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Cheng, Fuxia & Sun, Shuxia, 2008. "A goodness-of-fit test of the errors in nonlinear autoregressive time series models," Statistics & Probability Letters, Elsevier, vol. 78(1), pages 50-59, January.
- Bachmann, Dirk & Dette, Holger, 2005. "A note on the Bickel-Rosenblatt test in autoregressive time series," Statistics & Probability Letters, Elsevier, vol. 74(3), pages 221-234, October.
- Horváth, Lajos & Zitikis, Ricardas, 2004.
"Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models,"
Statistics & Probability Letters,
Elsevier, vol. 66(2), pages 91-103, January.
- Horváth, Lajos & Zitikis, Ricardas, 2003. "Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models," Statistics & Probability Letters, Elsevier, vol. 65(4), pages 331-342, December.
- Nadine Hilgert & Bruno Portier, 2012. "Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models," Statistical Inference for Stochastic Processes, Springer, vol. 15(2), pages 105-125, July.
More about this item
KeywordsAR(1) process Gaussian test Goodness of fit test Nonparametric density estimate Stationary process Explosive process Unstable process;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:56:y:2002:i:1:p:23-35. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
We have no references for this item. You can help adding them by using this form .