activity
20042009
most citedFitting an error distribution in some heteroscedastic time series models

64 citations · 145 across the 4 of their papers we have counts for

collaborators

5 papers

math.ST200935 cited

Goodness-of-fit problem for errors in nonparametric regression: Distribution free approach

Estate V. Khmaladze, Hira L. Koul

This paper discusses asymptotically distribution free tests for the classical goodness-of-fit hypothesis of an error distribution in nonparametric regression models. These tests ar…

math.ST200925 cited

Minimum distance regression model checking with Berkson measurement errors

Hira L. Koul, Weixing Song

Lack-of-fit testing of a regression model with Berkson measurement error has not been discussed in the literature to date. To fill this void, we propose a class of tests based on m…

math.ST200821 cited

Asymptotic inference in some heteroscedastic regression models with long memory design and errors

Hongwen Guo, Hira L. Koul

This paper discusses asymptotic distributions of various estimators of the underlying parameters in some regression models with long memory (LM) Gaussian design and nonparametric h…

math.ST200664 cited

Fitting an error distribution in some heteroscedastic time series models

Hira L. Koul, Shiqing Ling

This paper addresses the problem of fitting a known distribution to the innovation distribution in a class of stationary and ergodic time series models. The asymptotic null distrib…

math.ST2004

Martingale transforms goodness-of-fit tests in regression models

Estate V. Khmaladze, Hira L. Koul

This paper discusses two goodness-of-fit testing problems. The first problem pertains to fitting an error distribution to an assumed nonlinear parametric regression model, while th…