Chen, Song Xi; Härdle, Wolfgang; Kleinow, Torsten - Sonderforschungsbereich 373, Quantifikation und … - 2000
approach is used to model the time series, the question of goodness-of-fit arises. In this paper, we employ the empirical … likelihood for an a-mixing process and formulate a statistic test measures the goodness-of-fit of a parametric model. The … technique is based on comparison with kernel smoothing estimators. The goodness of- fit test proposed is based on the …