A minimum distance lack-of-fit test in a Markovian multiplicative error model

Koul, H.L. and Perera, I. (2021) A minimum distance lack-of-fit test in a Markovian multiplicative error model. Journal of Statistical Theory and Practice, 15 (2). 34. ISSN 1559-8608

Abstract

Metadata

Item Type: Article
Authors/Creators:
  • Koul, H.L.
  • Perera, I.
Copyright, Publisher and Additional Information:

© Grace Scientifc Publishing 2021. This is an author-produced version of a paper subsequently published in Journal of Statistical Theory and Practice. Uploaded in accordance with the publisher's self-archiving policy.

Keywords: Marked empirical processes; Bootstrap distribution
Dates:
  • Published: June 2021
  • Published (online): 3 March 2021
  • Accepted: 23 January 2021
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Department of Economics (Sheffield)
Depositing User: Symplectic Sheffield
Date Deposited: 23 Mar 2021 14:24
Last Modified: 03 Mar 2022 01:38
Status: Published
Publisher: Springer Science and Business Media LLC
Refereed: Yes
Identification Number: 10.1007/s42519-021-00168-1
Open Archives Initiative ID (OAI ID):

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