[Un test non paramétrique de la symétrie conditionnelle des modèles dynamiques non stationnaires et absolument réguliers]
Dans cette Note, nous reconsidérons le test de symétrie de la loi du bruit dans une classe de modèles hétéroscédastiques proposé par Ngatchou-Wandji (2009). Le cadre de notre étude est celui où, aussi bien les observations que les erreurs, ne sont plus nécessairement stationnaires, mais absolument régulières.
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.
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@article{CRMATH_2010__348_17-18_1021_0,
author = {Ngatchou-Wandji, Joseph and Harel, Michel and Elharfaoui, Echarif},
title = {A nonparametric test for conditional symmetry in nonstationary and absolutely regular dynamical models},
journal = {Comptes Rendus. Math\'ematique},
pages = {1021--1026},
publisher = {Elsevier},
volume = {348},
number = {17-18},
year = {2010},
doi = {10.1016/j.crma.2010.09.007},
language = {en},
url = {http://www.numdam.org/articles/10.1016/j.crma.2010.09.007/}
}
TY - JOUR AU - Ngatchou-Wandji, Joseph AU - Harel, Michel AU - Elharfaoui, Echarif TI - A nonparametric test for conditional symmetry in nonstationary and absolutely regular dynamical models JO - Comptes Rendus. Mathématique PY - 2010 SP - 1021 EP - 1026 VL - 348 IS - 17-18 PB - Elsevier UR - http://www.numdam.org/articles/10.1016/j.crma.2010.09.007/ DO - 10.1016/j.crma.2010.09.007 LA - en ID - CRMATH_2010__348_17-18_1021_0 ER -
%0 Journal Article %A Ngatchou-Wandji, Joseph %A Harel, Michel %A Elharfaoui, Echarif %T A nonparametric test for conditional symmetry in nonstationary and absolutely regular dynamical models %J Comptes Rendus. Mathématique %D 2010 %P 1021-1026 %V 348 %N 17-18 %I Elsevier %U http://www.numdam.org/articles/10.1016/j.crma.2010.09.007/ %R 10.1016/j.crma.2010.09.007 %G en %F CRMATH_2010__348_17-18_1021_0
Ngatchou-Wandji, Joseph; Harel, Michel; Elharfaoui, Echarif. A nonparametric test for conditional symmetry in nonstationary and absolutely regular dynamical models. Comptes Rendus. Mathématique, Tome 348 (2010) no. 17-18, pp. 1021-1026. doi : 10.1016/j.crma.2010.09.007. http://www.numdam.org/articles/10.1016/j.crma.2010.09.007/
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