E.V. Khmaladze and H.L. Koul Martingale transforms goodness-of-fit tests in regression models.
Ann. Statist., 2004, 32, 995-1034
H.L. Koul and Pingping Ni. Minimum distance regression model checking.
J. Statist. Planning & Inference, 2004, 119(1) 109-142.
H.L. Koul, R.T. Baillie & D. Surgailis. Regression model checking with a long memory covariate process.
Econometric Theory, 20, 2004, 485-512
Hira L. Koul and Shiqing Ling. Fitting an error distribution in some heteroscedastic time series models.
H.L. Koul and W. Stute. Nonparametric model checks in time series
Ann. Statist. 27, 1999, 204-237.
H.L. Koul and Weixing Song. Minimum distance regression model checking with Berkson measurement errors
Ann. Statist. 37, 2009, 132-156
E.V. Khmaladze and H.L. Koul. Goodness-of-fit problem for errors in non-parametric regression: distribution free approach
Ann. Statist. 37, 2009, 3165-3185
Model checking in partial linear regression models with Berkson measurement errors
Statistica Sinica, 20, 2010, 1551-1579.
H.L. Koul and D. Surgailis. Goodness of fit testing under long memory
J. Statist. Planning & Inference, 140(12), 2010, pp. 3742--3753
H.L. Koul. Minimum distance lack-of-fit tests in fixed design
J. Statist. Planning & Inference, 141, 2011, 65--79
H.L. Koul and Nao Mimoto. A goodness-of-fit test for GARCH innovation density
Metrika, 75, 2012, 127--149
H.L. Koul , I. Perera and M. Silvaphulle. Lack-of-fit testing of the conditional mean function in a class of Markov duration models
Econometric Theory, 28(06), 2012, 1283--1312
H.L. Koul, U. Mueller-Harkentt and Anton Schick. Complete Case Analysis Revisited
Ann. Statist., 40, 2012, 3031-3049
H.L. Koul, N. Mimoto, and D. Surgailis. Goodness-of-fit tests for long memory moving average marginal density
Metrika, 76, 2013, 205--224
DOI: 10.1007/s00184-012-0383-y.