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  5. A stable test for autoregressive model with time varying variance error

A stable test for autoregressive model with time varying variance error

来源 :中国现场统计研究会 | 被引量 : 0次 | 上传用户：quake_bj
【摘 要】
：
A test statistic based on an empirical likelihood,proposed for autoregressive models with the variance of errors scaled by an unknown nonparametric time-varying function,is stable that means not to be
【作 者】
：
Yu Han Chunming Zhang 
【机 构】
：
College of Science,Northeast Dianli University,Jilin,132013 China;School of Mathematics and Statisti
【出 处】
：
中国现场统计研究会
【发表日期】
：
2015年3期
【关键词】
：
Empirical likelihood Stable test Unconditional heteroscedasticity Autoregressive 
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　　A test statistic based on an empirical likelihood,proposed for autoregressive models with the variance of errors scaled by an unknown nonparametric time-varying function,is stable that means not to be affected by parameter variation and avoids estimating the variance function.
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