Pages that link to "Item:Q1299430"
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The following pages link to A nonparametric goodness-of-fit test for a class of parametric autoregressive models (Q1299430):
Displaying 11 items.
- Checking nonlinear heteroscedastic time series models (Q556432) (← links)
- A locally asymptotically powerful test for nonlinear autoregressive models (Q931815) (← links)
- Local power of a Cramér-von Mises type test for parametric autoregressive models of order one (Q1004758) (← links)
- A goodness-of-fit test for VARMA\((p, q)\) models (Q1643801) (← 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)
- A goodness-of-fit test of the errors in nonlinear autoregressive time series models with stationary $\alpha$-mixing error terms (Q2941328) (← links)
- (Q3498084) (← links)
- Goodness-of-fit tests for autoregressive processes (Q4351573) (← links)
- Limiting distribution of weighted processes of residuals. Application to parametric nonlinear autoregressive models (Q4367682) (← links)
- (Q4879980) (← links)
- Detecting exponential component in autoregressive models: comparative study between several tests of nonlinearity (Q5082779) (← links)
