On the Bickel–Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes Agnès Lagnoux, Thi Mong Ngoc Nguyen and Frédéric Proïa ESAIM: PS, 23 (2019) 464-491 Published online: 07 August 2019 DOI: 10.1051/ps/2018016