An empirical likelihood goodness-of-fit test for time series
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- Song Xi Chen & Wolfgang Härdle & Ming Li, 2003. "An empirical likelihood goodness‐of‐fit test for time series," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(3), pages 663-678, August.
References listed on IDEAS
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More about this item
KeywordsEmpirical likelihood; Goodness-of-Fit Test; Nadaraya-Watson Estimator; Parametric Models; Power of Test; Square Root Processes; a-mixing; Weakly Dependence;
All these keywords.
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