On the Bickel–Rosenblatt test for first-order autoregressive models

By Sangyeol Lee, Seongryong Na. 2002

52 citations recorded by the source corpus.

Subfields: Condensed Matter Physics, Mathematical Physics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/fc73bc6d1d7ab569ed56ef3e216cc303003da2d1

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Condensed Matter Physics

1. Wenceslao González-Manteiga
2. Rosa M. Crujeiras

In Mathematical Physics

1. Wenceslao González-Manteiga
2. Rosa M. Crujeiras

In Statistics and Probability

1. Wenceslao González-Manteiga
2. Rosa M. Crujeiras
3. Han Lin Shang

Citations in the corpus

• An updated review of Goodness-of-Fit tests for regression models (2013, methodology): “The asymptotic distribution of such a test statistic is derived by Lee and Na (2002) for autoregressive models.”