Stute, W.; Presedo Quindimil, M.; González Manteiga, W.; … - In: Statistics & Probability Letters 76 (2006) 13, pp. 1385-1396
In this paper we propose and study nonparametric tests for the validity of higher order time-series models. These are based on properly defined residual cusums. In a simulation study it is shown that these tests outperform others when the time series has a dimension reducing character and the...