| dc.contributor.author | Lee, S.-J. | en |
| dc.contributor.author | Karagrigoriou, Alex | en |
| dc.creator | Lee, S. | en |
| dc.creator | Karagrigoriou, Alex | en |
| dc.date.accessioned | 2019-12-02T10:36:41Z | |
| dc.date.available | 2019-12-02T10:36:41Z | |
| dc.date.issued | 2011 | |
| dc.identifier.issn | 1572-3127 | |
| dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/57217 | |
| dc.description.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. © 2011 Elsevier B.V. | en |
| dc.source | Statistical Methodology | en |
| dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-79959839421&doi=10.1016%2fj.stamet.2011.04.006&partnerID=40&md5=e86915ffedbe044c4cbad9cf4dff4ce5 | |
| dc.subject | Autoregressive models | en |
| dc.subject | Divergence measure | en |
| dc.subject | Divergence test | en |
| dc.subject | Residual empirical process | en |
| dc.subject | Unstable process | en |
| dc.title | A divergence test for autoregressive time series models | en |
| dc.type | info:eu-repo/semantics/article | |
| dc.identifier.doi | 10.1016/j.stamet.2011.04.006 | |
| dc.description.volume | 8 | |
| dc.description.issue | 5 | |
| dc.description.startingpage | 442 | |
| dc.description.endingpage | 450 | |
| dc.author.faculty | Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences | |
| dc.author.department | Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics | |
| dc.type.uhtype | Article | en |
| dc.description.notes | <p>Cited By :1</p> | en |
| dc.source.abbreviation | Stat.Methodol. | en |
| dc.contributor.orcid | Karagrigoriou, Alex [0000-0002-4919-2133] | |
| dc.gnosis.orcid | 0000-0002-4919-2133 | |
