| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154678 | Statistics & Probability Letters | 2006 | 12 Pages |
Abstract
In this paper we propose and study nonparametric tests for the validity of higher order time-series models. These are based on properly defined residual cusums. In a simulation study it is shown that these tests outperform others when the time series has a dimension reducing character and the dimension becomes large.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
W. Stute, M. Presedo Quindimil, W. González Manteiga, H.L. Koul,