Ontology type: schema:ScholarlyArticle
2018-12-18
AUTHORSJoseph Ngatchou-Wandji, Madan L. Puri, Michel Harel, Echarif Elharfaoui
ABSTRACTWe study some general methods for testing the goodness-of-fit of a general nonstationary and absolutely regular nonlinear time series model. These testing methods are based on some marked empirical processes that we show to converge in distribution to a zero-mean Gaussian process with respect to the Skorohod topology. We investigate the behavior of this process under fixed alternatives and under a sequence of local alternatives. Our results are applied to testing a general class of nonlinear semiparametric time series models. A simulation experiment shows that the Cramér–von Mises test studied behaves well on the examples considered. More... »
PAGES1-37
http://scigraph.springernature.com/pub.10.1007/s11203-018-9194-8
DOIhttp://dx.doi.org/10.1007/s11203-018-9194-8
DIMENSIONShttps://app.dimensions.ai/details/publication/pub.1110752943
JSON-LD is the canonical representation for SciGraph data.
TIP: You can open this SciGraph record using an external JSON-LD service: JSON-LD Playground Google SDTT
[
{
"@context": "https://springernature.github.io/scigraph/jsonld/sgcontext.json",
"about": [
{
"id": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/1403",
"inDefinedTermSet": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/",
"name": "Econometrics",
"type": "DefinedTerm"
},
{
"id": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/14",
"inDefinedTermSet": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/",
"name": "Economics",
"type": "DefinedTerm"
}
],
"author": [
{
"affiliation": {
"alternateName": "Institut \u00c9lie Cartan de Lorraine",
"id": "https://www.grid.ac/institutes/grid.462063.5",
"name": [
"EHESP Sorbonne Paris Cit\u00e9, Institut \u00c9lie Cartan de Lorraine, 54506, Vandoeuvre-l\u00e8s-Nancy Cedex, France"
],
"type": "Organization"
},
"familyName": "Ngatchou-Wandji",
"givenName": "Joseph",
"id": "sg:person.013713600307.77",
"sameAs": [
"https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.013713600307.77"
],
"type": "Person"
},
{
"affiliation": {
"alternateName": "Indiana University Bloomington",
"id": "https://www.grid.ac/institutes/grid.411377.7",
"name": [
"Indiana University, 47405, Bloomington, IN, USA"
],
"type": "Organization"
},
"familyName": "Puri",
"givenName": "Madan L.",
"id": "sg:person.010563762653.22",
"sameAs": [
"https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.010563762653.22"
],
"type": "Person"
},
{
"affiliation": {
"alternateName": "Toulouse Mathematics Institute",
"id": "https://www.grid.ac/institutes/grid.462146.3",
"name": [
"\u00c9SP\u00c9 de l\u2019Acad\u00e9mie de Limoges, 87036, Limoges Cedex, France",
"Institut de Math\u00e9matiques de Toulouse UMR 5219 UPS, 31062 Cedex 9, Toulouse, France"
],
"type": "Organization"
},
"familyName": "Harel",
"givenName": "Michel",
"id": "sg:person.012166375407.00",
"sameAs": [
"https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.012166375407.00"
],
"type": "Person"
},
{
"affiliation": {
"alternateName": "Universit\u00e9 Chouaib Doukkali",
"id": "https://www.grid.ac/institutes/grid.440482.e",
"name": [
"Facult\u00e9 des Sciences, Universit\u00e9 Choua\u00eeb Doukkali, El Jadida, Morocco"
],
"type": "Organization"
},
"familyName": "Elharfaoui",
"givenName": "Echarif",
"id": "sg:person.012620352205.38",
"sameAs": [
"https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.012620352205.38"
],
"type": "Person"
}
],
"citation": [
{
"id": "https://doi.org/10.1002/sta4.128",
"sameAs": [
"https://app.dimensions.ai/details/publication/pub.1004228058"
],
"type": "CreativeWork"
},
{
"id": "https://doi.org/10.1016/s0167-7152(98)00189-8",
"sameAs": [
"https://app.dimensions.ai/details/publication/pub.1008156718"
],
"type": "CreativeWork"
},
{
"id": "https://doi.org/10.1214/07-ejs157",
"sameAs": [
"https://app.dimensions.ai/details/publication/pub.1010345015"
],
"type": "CreativeWork"
},
{
"id": "https://doi.org/10.1081/sac-100001867",
"sameAs": [
"https://app.dimensions.ai/details/publication/pub.1012793802"
],
"type": "CreativeWork"
},
{
"id": "sg:pub.10.1007/s11203-013-9087-9",
"sameAs": [
"https://app.dimensions.ai/details/publication/pub.1013302986",
"https://doi.org/10.1007/s11203-013-9087-9"
],
"type": "CreativeWork"
},
{
"id": "https://doi.org/10.1016/j.spl.2006.02.009",
"sameAs": [
"https://app.dimensions.ai/details/publication/pub.1013853891"
],
"type": "CreativeWork"
},
{
"id": "https://doi.org/10.1016/j.camwa.2008.01.022",
"sameAs": [
"https://app.dimensions.ai/details/publication/pub.1014850223"
],
"type": "CreativeWork"
},
{
"id": "https://doi.org/10.1016/j.jeconom.2011.12.006",
"sameAs": [
"https://app.dimensions.ai/details/publication/pub.1018210172"
],
"type": "CreativeWork"
},
{
"id": "https://doi.org/10.1016/0196-8858(90)90018-t",
"sameAs": [
"https://app.dimensions.ai/details/publication/pub.1028808924"
],
"type": "CreativeWork"
},
{
"id": "https://doi.org/10.1016/s0047-259x(02)00022-2",
"sameAs": [
"https://app.dimensions.ai/details/publication/pub.1029168579"
],
"type": "CreativeWork"
},
{
"id": "https://doi.org/10.1016/0047-259x(89)90034-1",
"sameAs": [
"https://app.dimensions.ai/details/publication/pub.1032369284"
],
"type": "CreativeWork"
},
{
"id": "https://doi.org/10.1016/0898-1221(90)90095-2",
"sameAs": [
"https://app.dimensions.ai/details/publication/pub.1039126514"
],
"type": "CreativeWork"
},
{
"id": "https://doi.org/10.1080/10485250212377",
"sameAs": [
"https://app.dimensions.ai/details/publication/pub.1042922328"
],
"type": "CreativeWork"
},
{
"id": "https://doi.org/10.1016/j.jspi.2006.06.008",
"sameAs": [
"https://app.dimensions.ai/details/publication/pub.1043860957"
],
"type": "CreativeWork"
},
{
"id": "https://doi.org/10.1080/02331888.2010.507406",
"sameAs": [
"https://app.dimensions.ai/details/publication/pub.1049394754"
],
"type": "CreativeWork"
},
{
"id": "https://doi.org/10.1080/03610929608831737",
"sameAs": [
"https://app.dimensions.ai/details/publication/pub.1058336138"
],
"type": "CreativeWork"
},
{
"id": "https://doi.org/10.1093/biomet/48.3-4.419",
"sameAs": [
"https://app.dimensions.ai/details/publication/pub.1059417058"
],
"type": "CreativeWork"
},
{
"id": "https://doi.org/10.1214/aop/1176992445",
"sameAs": [
"https://app.dimensions.ai/details/publication/pub.1064404415"
],
"type": "CreativeWork"
},
{
"id": "https://doi.org/10.1214/aos/1018031108",
"sameAs": [
"https://app.dimensions.ai/details/publication/pub.1064405991"
],
"type": "CreativeWork"
},
{
"id": "https://doi.org/10.1214/aos/1031833666",
"sameAs": [
"https://app.dimensions.ai/details/publication/pub.1064406202"
],
"type": "CreativeWork"
},
{
"id": "https://doi.org/10.1214/aos/1176346711",
"sameAs": [
"https://app.dimensions.ai/details/publication/pub.1064408211"
],
"type": "CreativeWork"
},
{
"id": "https://doi.org/10.2307/2297498",
"sameAs": [
"https://app.dimensions.ai/details/publication/pub.1069868906"
],
"type": "CreativeWork"
},
{
"id": "https://doi.org/10.2307/3318592",
"sameAs": [
"https://app.dimensions.ai/details/publication/pub.1070261731"
],
"type": "CreativeWork"
}
],
"datePublished": "2018-12-18",
"datePublishedReg": "2018-12-18",
"description": "We study some general methods for testing the goodness-of-fit of a general nonstationary and absolutely regular nonlinear time series model. These testing methods are based on some marked empirical processes that we show to converge in distribution to a zero-mean Gaussian process with respect to the Skorohod topology. We investigate the behavior of this process under fixed alternatives and under a sequence of local alternatives. Our results are applied to testing a general class of nonlinear semiparametric time series models. A simulation experiment shows that the Cram\u00e9r\u2013von Mises test studied behaves well on the examples considered.",
"genre": "research_article",
"id": "sg:pub.10.1007/s11203-018-9194-8",
"inLanguage": [
"en"
],
"isAccessibleForFree": false,
"isPartOf": [
{
"id": "sg:journal.1136590",
"issn": [
"1387-0874",
"1572-9311"
],
"name": "Statistical Inference for Stochastic Processes",
"type": "Periodical"
}
],
"name": "Testing nonstationary and absolutely regular nonlinear time series models",
"pagination": "1-37",
"productId": [
{
"name": "readcube_id",
"type": "PropertyValue",
"value": [
"7f211ed20bf76ee78f312ebc4e8fc71de6e9b284a545f86d95faeda32a0dfd4d"
]
},
{
"name": "doi",
"type": "PropertyValue",
"value": [
"10.1007/s11203-018-9194-8"
]
},
{
"name": "dimensions_id",
"type": "PropertyValue",
"value": [
"pub.1110752943"
]
}
],
"sameAs": [
"https://doi.org/10.1007/s11203-018-9194-8",
"https://app.dimensions.ai/details/publication/pub.1110752943"
],
"sdDataset": "articles",
"sdDatePublished": "2019-04-11T08:25",
"sdLicense": "https://scigraph.springernature.com/explorer/license/",
"sdPublisher": {
"name": "Springer Nature - SN SciGraph project",
"type": "Organization"
},
"sdSource": "s3://com-uberresearch-data-dimensions-target-20181106-alternative/cleanup/v134/2549eaecd7973599484d7c17b260dba0a4ecb94b/merge/v9/a6c9fde33151104705d4d7ff012ea9563521a3ce/jats-lookup/v90/0000000298_0000000298/records_26525_00000000.jsonl",
"type": "ScholarlyArticle",
"url": "https://link.springer.com/10.1007%2Fs11203-018-9194-8"
}
]Download the RDF metadata as: json-ld nt turtle xml License info
JSON-LD is a popular format for linked data which is fully compatible with JSON.
curl -H 'Accept: application/ld+json' 'https://scigraph.springernature.com/pub.10.1007/s11203-018-9194-8'
N-Triples is a line-based linked data format ideal for batch operations.
curl -H 'Accept: application/n-triples' 'https://scigraph.springernature.com/pub.10.1007/s11203-018-9194-8'
Turtle is a human-readable linked data format.
curl -H 'Accept: text/turtle' 'https://scigraph.springernature.com/pub.10.1007/s11203-018-9194-8'
RDF/XML is a standard XML format for linked data.
curl -H 'Accept: application/rdf+xml' 'https://scigraph.springernature.com/pub.10.1007/s11203-018-9194-8'
This table displays all metadata directly associated to this object as RDF triples.
156 TRIPLES
21 PREDICATES
47 URIs
16 LITERALS
5 BLANK NODES