Author

Holger Dette

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Preprint Sep 2026

Model Specification Test for Stationary Functional Time Series

We develop a general framework for model specification testing in stationary functional time series. The approach is based on an autoregressive approximation that represents a broad class of stationary functional processes through coefficient kernels whose dimension and autoregressive order may increase with the sample...

Yan Cui, Holger Dette, Zhou Zhou · 0 citations

Preprint Jul 2026

Testing for correct model specification in copula regression models

We propose a goodness-of-fit test for semiparametric copula regression models. Such models express the regression function in terms of marginal distribution functions and copula densities and therefore provide a flexible way to avoid fully nonparametric estimation in high-dimensional regression problems. Their performa...

Holger Dette, Philipp Dörr · 0 citations