Balakrishna, N.; Koul, H. L.; Ossiander, M.; Sakhanenko, L. Fitting a \(p\)th order parametric generalized linear autoregressive multiplicative error model. (English) Zbl 1437.62290 Sankhyā, Ser. B 81, No. 1, Suppl., S103-S122 (2019). MSC: 62J12 62M10 62P20 PDFBibTeX XMLCite \textit{N. Balakrishna} et al., Sankhyā, Ser. B 81, No. 1, S103--S122 (2019; Zbl 1437.62290) Full Text: DOI
Koul, Hira L.; Sakhanenko, Lyudmila Goodness-of-fit testing in regression: a finite sample comparison of bootstrap methodology and Khmaladze transformation. (English) Zbl 1070.62030 Stat. Probab. Lett. 74, No. 3, 290-302 (2005). MSC: 62G10 62G09 62G08 62J02 62C05 PDFBibTeX XMLCite \textit{H. L. Koul} and \textit{L. Sakhanenko}, Stat. Probab. Lett. 74, No. 3, 290--302 (2005; Zbl 1070.62030) Full Text: DOI