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- W2079265725 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." @default.
- W2079265725 created "2016-06-24" @default.
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- W2079265725 date "2011-09-01" @default.
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- W2079265725 title "A divergence test for autoregressive time series models" @default.
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- W2079265725 doi "https://doi.org/10.1016/j.stamet.2011.04.006" @default.
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