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An Empirical Likelihood Goodness-of-Fit Test for Time Series

By Song Xi Chen, Wolfgang Härdle and Torsten Kleinow
Topics: empirical likelihood, Goodness-of-Fit Test, Nadaraya-Watson Estimator, parametric models, Power of test, Square Root Process, alpha-mixing, weakly dependence, 330 Wirtschaft, ddc:330
Publisher: Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
Year: 2000
OAI identifier: oai:edoc.hu-berlin.de:18452/4094
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