A goodness-of-fit test of the errors in nonlinear autoregressive time series models

Fuxia Cheng; Shuxia Sun

doi:10.1016/j.spl.2007.05.003

A goodness-of-fit test of the errors in nonlinear autoregressive time series models

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	50-59
Number of pages	10
Journal	Statistics and Probability Letters
Volume	78
Issue number	1
DOIs	https://doi.org/10.1016/j.spl.2007.05.003
State	Published - Jan 2008
Externally published	Yes

ASJC Scopus Subject Areas

Statistics and Probability
Statistics, Probability and Uncertainty

Keywords

Error density estimation
Residuals
Stationary process

Access to Document

10.1016/j.spl.2007.05.003

Cite this

@article{95fd1afd4adf4d1482a72af6496661ef,

title = "A goodness-of-fit test of the errors in nonlinear autoregressive time series models",

keywords = "Error density estimation, Residuals, Stationary process",

author = "Fuxia Cheng and Shuxia Sun",

year = "2008",

month = jan,

doi = "10.1016/j.spl.2007.05.003",

language = "English",

volume = "78",

pages = "50--59",

journal = "Statistics and Probability Letters",

issn = "0167-7152",

number = "1",

}

TY - JOUR

T1 - A goodness-of-fit test of the errors in nonlinear autoregressive time series models

AU - Cheng, Fuxia

AU - Sun, Shuxia

PY - 2008/1

Y1 - 2008/1

KW - Error density estimation

KW - Residuals

KW - Stationary process

UR - http://www.scopus.com/inward/record.url?scp=36148943966&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=36148943966&partnerID=8YFLogxK

U2 - 10.1016/j.spl.2007.05.003

DO - 10.1016/j.spl.2007.05.003

M3 - Article

AN - SCOPUS:36148943966

SN - 0167-7152

VL - 78

SP - 50

EP - 59

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 1

ER -

A goodness-of-fit test of the errors in nonlinear autoregressive time series models

ASJC Scopus Subject Areas

Keywords

Access to Document

Other files and links

Cite this