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stat.ME2025
Goodness-of-fit testing for the error distribution in functional linear models
Natalie Neumeyer, Leonie Selk
We consider the error distribution in functional linear models with scalar response and functional covariate. Different asymptotic expansions of the empirical distribution function…
stat.ME2012
Testing for a change of the innovation distribution in nonparametric autoregression - the sequential empirical process approach
Leonie Selk, Natalie Neumeyer
We consider a nonparametric autoregression model under conditional heteroscedasticity with the aim to test whether the innovation distribution changes in time. To this end we devel…
stat.ME2012
A note on nonparametric testing for Gaussian innovations in AR-ARCH models
Natalie Neumeyer, Leonie Selk
In this paper we consider autoregressive models with conditional autoregressive variance, including the case of homoscedastic AR-models and the case of ARCH models. Our aim is to t…