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

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10.1016/j.spl.2007.05.003

Cite this

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KW - Residuals

KW - Stationary process

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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

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