A nonparametric test for conditional symmetry in nonstationary and absolutely regular dynamical models

作者：Ngatchou Wandji Joseph^*; Harel Michel; Elharfaoui Echarif

来源：Comptes Rendus Mathematique, 2010, 348(17-18): 1021-1026.

DOI：10.1016/j.crma.2010.09.007

In this Note, we reconsider the test for symmetry of the errors distribution in a class of heteroscedastic models proposed by Ngatchou-Wandji (2009). In the new study, the observations, as well as the errors, are not necessarily stationary but are required to be absolutely regular.

• 出版日期2010-9