A note on non-parametric testing for Gaussian innovations in AR-ARCH models Neumeyer, Natalie Selk, L. 2013 - Forschungsinformationssystem der UHH
Testing for a change of the innovation distribution in nonparametric autoregression: The sequential empirical process approach Selk, L. Neumeyer, Natalie 2013 - Forschungsinformationssystem der UHH