Ngatchou-Wandji, Joseph; Harel, Michel; Elharfaoui, Echarif A nonparametric test for conditional symmetry in nonstationary and absolutely regular dynamical models. (English. Abridged French version) Zbl 1203.62084 C. R., Math., Acad. Sci. Paris 348, No. 17-18, 1021-1026 (2010). Summary: We reconsider the test for symmetry of the errors distribution in a class of heteroscedastic models proposed by J. Ngatchou-Wandji [Commun. Stat., Theory Methods 38, No. 9, 1465–1485 (2009; Zbl 1165.62036)]. In the new study, the observations, as well as the errors, are not necessarily stationary but are required to be absolutely regular. MSC: 62G10 Nonparametric hypothesis testing 62G20 Asymptotic properties of nonparametric inference Citations:Zbl 1165.62036 PDFBibTeX XMLCite \textit{J. Ngatchou-Wandji} et al., C. R., Math., Acad. Sci. Paris 348, No. 17--18, 1021--1026 (2010; Zbl 1203.62084) Full Text: DOI References: [1] Bai, J.; Ng, S., A consistent test for conditional symmetry in time series models, J. Econometrics, 103, 225-258 (2001) · Zbl 0971.62045 [2] Delgado, M. A.; Escanciano, J. C., Nonparametric tests for conditional symmetry in dynamic models, J. Econometrics, 141, 652-682 (2007) · Zbl 1418.62192 [3] Imhof, J. P., Computing the distribution of quadratic forms in normal variables, Biometrika, 48, 419-426 (1961) · Zbl 0136.41103 [4] Ngatchou-Wandji, J., Testing symmetry of the error distribution in nonlinear heteroscedastic models, Comm. Statist. Theory Methods, 38, 1465-1485 (2009) · Zbl 1165.62036 [5] Pérez-Alonso, A., A bootstrap approach to test the conditional symmetry in time series models, Comput. Statist. Dat. Anal., 51, 3484-3504 (2007) · Zbl 1161.62403 This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.