Testing nonstationary and absolutely regular nonlinear time series models View Full Text


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Article Info

DATE

2018-12-18

AUTHORS

Joseph Ngatchou-Wandji, Madan L. Puri, Michel Harel, Echarif Elharfaoui

ABSTRACT

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 Cramér–von Mises test studied behaves well on the examples considered. More... »

PAGES

1-37

References to SciGraph publications

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s11203-018-9194-8

DOI

http://dx.doi.org/10.1007/s11203-018-9194-8

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1110752943


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