Cheng, Fuxia; Koul, Hira L. An analog of Bickel-Rosenblatt test for fitting an error density in the two phase linear regression model. (English) Zbl 1506.62336 Metrika 86, No. 1, 27-56 (2023). MSC: 62J05 62G10 62G20 62M10 PDFBibTeX XMLCite \textit{F. Cheng} and \textit{H. L. Koul}, Metrika 86, No. 1, 27--56 (2023; Zbl 1506.62336) Full Text: DOI
Koul, Hira L.; Mimoto, Nao; Surgailis, Donatas A goodness-of-fit test for marginal distribution of linear random fields with long memory. (English) Zbl 1330.62176 Metrika 79, No. 2, 165-193 (2016). MSC: 62G07 62M10 PDFBibTeX XMLCite \textit{H. L. Koul} et al., Metrika 79, No. 2, 165--193 (2016; Zbl 1330.62176) Full Text: DOI
Koul, Hira; Surgailis, Donatas; Mimoto, Nao Minimum distance lack-of-fit tests under long memory errors. (English) Zbl 1333.62201 Metrika 78, No. 2, 119-143 (2015). MSC: 62M07 62M10 62E20 62G20 PDFBibTeX XMLCite \textit{H. Koul} et al., Metrika 78, No. 2, 119--143 (2015; Zbl 1333.62201) Full Text: DOI
Koul, Hira L.; Mimoto, Nao; Surgailis, Donatas Goodness-of-fit tests for long memory moving average marginal density. (English) Zbl 1256.62051 Metrika 76, No. 2, 205-224 (2013). MSC: 62M10 62G10 62G07 62G05 62E20 65C60 PDFBibTeX XMLCite \textit{H. L. Koul} et al., Metrika 76, No. 2, 205--224 (2013; Zbl 1256.62051) Full Text: DOI
Koul, Hira L.; Surgailis, Donatas Goodness-of-fit testing under long memory. (English) Zbl 1233.62152 J. Stat. Plann. Inference 140, No. 12, 3742-3753 (2010). MSC: 62M09 62M10 62G10 PDFBibTeX XMLCite \textit{H. L. Koul} and \textit{D. Surgailis}, J. Stat. Plann. Inference 140, No. 12, 3742--3753 (2010; Zbl 1233.62152) Full Text: DOI
Koul, Hira L.; Surgailis, Donatas Testing of a sub-hypothesis in linear regression models with long memory errors and deterministic design. (English) Zbl 1162.62062 J. Stat. Plann. Inference 139, No. 8, 2715-2730 (2009). MSC: 62J05 62M07 62M10 62F03 62E20 62H15 PDFBibTeX XMLCite \textit{H. L. Koul} and \textit{D. Surgailis}, J. Stat. Plann. Inference 139, No. 8, 2715--2730 (2009; Zbl 1162.62062) Full Text: DOI
Guo, Hongwen; Koul, Hira L. Nonparametric regression with heteroscedastic long memory errors. (English) Zbl 1112.62034 J. Stat. Plann. Inference 137, No. 2, 379-404 (2007). MSC: 62G08 62G20 62M10 62E20 PDFBibTeX XMLCite \textit{H. Guo} and \textit{H. L. Koul}, J. Stat. Plann. Inference 137, No. 2, 379--404 (2007; Zbl 1112.62034) Full Text: DOI
Koul, Hira L.; Surgailis, Donatas Asymptotics of empirical processes of long memory moving averages with infinite variance. (English) Zbl 1046.62089 Stochastic Processes Appl. 91, No. 2, 309-336 (2001). MSC: 62M10 60F05 62G30 62J05 62E20 62G20 PDFBibTeX XMLCite \textit{H. L. Koul} and \textit{D. Surgailis}, Stochastic Processes Appl. 91, No. 2, 309--336 (2001; Zbl 1046.62089) Full Text: DOI