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A nonparametric goodness-of-fit test for a class of parametric autoregressive models

. Journal of Statistical Planning and Inference, 71 (1-2): 57--74 (Aug 1, 1998)

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A nonparametric goodness-of-fit test for a class of parametric autoregressive models. Journal of Statistical Planning and Inference, 71 (1-2): 57--74 (Aug 1, 1998)Local power of a Cramér-von Mises type test for parametric autoregressive models of order one., and . Comput. Math. Appl., 56 (4): 918-929 (2008)Checking nonlinear heteroscedastic time series models. Journal of Statistical Planning and Inference, 133 (1): 33--68 (Jul 1, 2005)Weak convergence of some marked empirical processes: Application to testing heteroscedasticity. Journal of Nonparametric Statistics, 14 (3): 325--339 (2002)Power of the Lagrange multiplier test for certain subdiagonal bilinear models, and . Statistics & Probability Letters, 29 (3): 201--212 (Sep 2, 1996)