Pages that link to "Item:Q1807172"

The following pages link to Nonparametric model checks for time series (Q1807172):

Displaying 50 items.

• Fitting a \(p\)th order parametric generalized linear autoregressive multiplicative error model (Q2297945) (← links)
• Testing nonstationary and absolutely regular nonlinear time series models (Q2330966) (← links)
• A maximum entropy type test of fit: composite hypothesis case (Q2359457) (← links)
• Goodness-of-fit tests for vector autoregressive models in time series (Q2379236) (← links)
• Goodness-of-fit tests in semiparametric transformation models using the integrated regression function (Q2401352) (← links)
• The marked empirical process to test a general AR-ARCH against an other general AR-ARCH when the random vectors are nonstationary and absolutely regular (Q2427232) (← links)
• Data-driven smooth tests for the martingale difference hypothesis (Q2445650) (← links)
• A score type test for general autoregressive models in time series (Q2468790) (← links)
• Asymptotic inference in some heteroscedastic regression models with long memory design and errors (Q2477069) (← links)
• Model checks of higher order time series (Q2497798) (← links)
• Testing for superiority among two time series (Q2573250) (← links)
• Testing semiparametric conditional moment restrictions using conditional martingale transforms (Q2630150) (← links)
• Distribution-free tests for time series models specification (Q2630201) (← links)
• On goodness of fit for time series regression models (Q2746331) (← links)
• Averaging of an increasing number of moment condition estimators (Q2786680) (← links)
• Lack-of-fit Tests Based On Partial Sums of Residuals (Q2792281) (← links)
• Approximating volatilities by asymmetric power GARCH functions (Q2810372) (← links)
• The marked empirical process to test nonlinear time series against a large class of alternatives when the random vectors are nonstationary and absolutely regular (Q2892897) (← links)
• Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach (Q3021187) (← links)
• Goodness-of-fit test for a nonlinear time series (Q3077669) (← links)
• Score based goodness-of-fit tests for time series (Q3097911) (← links)
• BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL (Q3100982) (← links)
• An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking (Q3111187) (← links)
• Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View (Q3182775) (← links)
• Large-sample tests of homogeneity for time series models (Q3314790) (← links)
• A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS (Q3450351) (← links)
• A statistic to check model adequacy in time series (Q3474137) (← links)
• A bootstrap version of the residual-based smooth empirical distribution function (Q3506265) (← links)
• ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS (Q3551019) (← links)
• Limiting distribution of weighted processes of residuals. Application to parametric nonlinear autoregressive models (Q4367682) (← links)
• Testing the Martingale Difference Hypothesis (Q4434414) (← links)
• ON THE CONDITIONAL HOMOSCEDASTICITY TEST IN AUTOREGRESSIVE MODEL WITH ARCH ERROR (Q4449054) (← links)
• A NONPARAMETRIC TEST OF CHANGING CONDITIONAL VARIANCES IN AUTOREGRESSIVE TIME SERIES (Q4540606) (← links)
• ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION (Q4540674) (← links)
• A nonparametric test of conditional autoregressive heteroscedasticity for threshold autoregressive models (Q4546739) (← links)
• A Review on Dimension-Reduction Based Tests For Regressions (Q4609015) (← links)
• REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS (Q4653558) (← links)
• An Empirical Likelihood Goodness-of-Fit Test for Time Series (Q4672184) (← links)
• Goodness‐of‐fit tests of normality for the innovations in ARMA models (Q4677019) (← links)
• ON TESTING THE GOODNESS-OF-FIT OF NONLINEAR HETEROSCEDASTIC REGRESSION MODELS (Q4787590) (← links)
• Weak convergence of some marked empirical processes: Application to testing heteroscedasticity (Q4805926) (← links)
• TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS (Q4933583) (← links)
• Consistent GMM Residuals-Based Tests of Functional Form (Q5080550) (← links)
• Testing for the Equality of Two Autoregressive Functions Using Quasi-Residuals (Q5321941) (← links)
• LACK-OF-FIT TESTING OF THE CONDITIONAL MEAN FUNCTION IN A CLASS OF MARKOV MULTIPLICATIVE ERROR MODELS (Q5397672) (← links)
• Specification testing with estimated variables (Q5860990) (← links)
• A specification test for dynamic conditional distribution models with function-valued parameters (Q5861041) (← links)
• Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations (Q5881427) (← links)
• Stochastically weighted average conditional moment tests of functional form (Q5881678) (← links)
• Jump‐robust testing of volatility functions in continuous time models (Q6059411) (← links)