Bootstrap tests for simple structures in nonparametric time series regression

  • Kreiss J
  • Neumann M
  • Yao Q
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Abstract

… models and additivity in a general nonparametric autoregression setting. We propose to use a modified L2-distance between the nonparametric estimator of regression function and its …

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Kreiss, J.-P., Neumann, M. H., & Yao, Q. (2008). Bootstrap tests for simple structures in nonparametric time series regression. Statistics and Its Interface, 1(2), 367–380. https://doi.org/10.4310/sii.2008.v1.n2.a13

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