Browsing by Subject "Residuals"

Now showing items 1-3 of 3

    • Article  

      Bootstrap hypothesis testing in regression models 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2005)
      The paper investigates how the particular choice of residuals used in a bootstrap-based testing procedure affects the properties of the test. The properties of the tests are investigated both under the null and under the ...
    • Article  

      Bootstrapping unit root tests for autoregressive time series 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2005)
      The theory developed for bootstrapping unit root tests in an autoregressive (AR) context has been concerned mainly with the large-sample behavior of the methods proposed under the assumption that the null hypothesis is ...
    • Article  

      Regression Theory for Categorical Time Series 

      Fokianos, Konstantinos; Kedem, B. (2003)
      Categorical - or qualitative - time series data with random time-dependent covariates are frequently encountered in diverse applications as the list of examples shows. As with "ordinary" time series, the data analyst is ...