An empirical likelihood goodness-of-fit test for time series
Year of publication: |
2000
|
---|---|
Authors: | Chen, Song Xi ; Härdle, Wolfgang ; Kleinow, Torsten |
Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
Subject: | Empirical likelihood | Goodness-of-Fit Test | Nadaraya-Watson Estimator | Parametric Models | Power of Test | Square Root Processes | a-mixing | Weakly Dependence |
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