Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach
Article first published online: 13 SEP 2013
© 2013 Board of the Foundation of the Scandinavian Journal of Statistics.
Scandinavian Journal of Statistics
Volume 40, Issue 4, pages 770–788, December 2013
How to Cite
Selk, L. and Neumeyer, N. (2013), Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach. Scandinavian Journal of Statistics, 40: 770–788. doi: 10.1111/sjos.12030
- Issue published online: 25 NOV 2013
- Article first published online: 13 SEP 2013
- Manuscript Accepted: 21 MAY 2013
- Manuscript Revised: 9 APR 2013
- Manuscript Received: 3 JUL 2012
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