london-journal-of-research-in-science-natural-and-formal London Journal of Research In Science: Natural and Formal 2631-8490 2631-8504 JournalsPress 91536 Asymptotic Normality of the Encompassing Test Associated to the linear Parametric Modelling and the Kernel Method for α-Mixing Processes 23 7 11 21

This paper contributes on model selection between parametric and nonparametric methods through the use of encompassing test. We provide asymptotic normality of encompassing statistic associated to the encompassing hypothesis for parametric and nonparametric regres- sion methods. We develop various results on this test for more general processes satisfying several dependence structures.

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This paper contributes on model selection between parametric and nonparametric methods through the use of encompassing test. We provide asymptotic normality of encompassing statistic associated to the encompassing hypothesis for parametric and nonparametric regression methods. We develop various results on this test for more general processes satisfying several dependence structures.