| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1150947 | Statistical Methodology | 2011 | 9 Pages |
Abstract
In this paper, we study the normality test for the innovations of unstable autoregressive models based on the divergence test. In order to investigate the asymptotic behavior of the tests, we use the link between the divergence test and the residual empirical process. Simulation results are provided for illustration.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
S. Lee, A. Karagrigoriou,