Pages that link to "Item:Q1922413"

The following pages link to Asymptotics of some estimators and sequential residual empiricals in nonlinear time series (Q1922413):

Displaying 34 items.

• Generalized R-estimators under conditional heteroscedasticity (Q289160) (← links)
• Asymptotic distributions of error density and distribution function estimators in nonparametric regression (Q707046) (← links)
• Estimating linear functionals of the error distribution in nonparametric regression (Q1417795) (← links)
• Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression (Q1417796) (← links)
• The asymptotic properties of estimates of the parameters of nonlinear time series (Q1592094) (← links)
• Weighted empirical processes in dynamic nonlinear models. (Q1607972) (← links)
• Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (Q1769788) (← links)
• Nonparametric model checks for time series (Q1807172) (← links)
• Consistency of error density and distribution function estimators in nonparametric regression. (Q1871280) (← links)
• Strong convergence of estimators in nonlinear autoregressive models (Q1873108) (← links)
• The limiting behavior of least absolute deviation estimators for threshold autoregressive models (Q1877005) (← links)
• Regression quantiles for unstable autoregressive models (Q1877008) (← links)
• Martingale transforms goodness-of-fit tests in regression models. (Q1879928) (← links)
• Asymptotic uniform linearity of some robust statistics under exponentially subordinated strongly dependent models (Q1962187) (← links)
• Weighted empirical minimum distance estimators in linear errors-in-variables regression models (Q2123261) (← links)
• A goodness-of-fit test for copulas based on martingale transformation (Q2295802) (← links)
• Testing hypotheses on the ``drift'' of parameters in ARMA and ARCH models (Q2439211) (← links)
• Residual empirical processes and their application to GM-testing for the autoregression order (Q2439931) (← links)
• Comparing distribution functions of errors in linear models: a nonparametric approach (Q2485554) (← links)
• Fitting an error distribution in some heteroscedastic time series models (Q2497190) (← links)
• On consistent statistical procedures in regression (Q2502143) (← links)
• Sequential empirical process in autoregressive models with measurement errors (Q2507885) (← links)
• Testing the hypothesis on the ``drift'' of parameters in the moving average model (Q2513040) (← links)
• Two step estimators of the minimum distance type for parameters of the \(\mathrm{ARMA}(1,1)\) model (Q2513181) (← links)
• Testing for a change of the innovation distribution in nonparametric autoregression: the sequential empirical process approach (Q2868867) (← links)
• Optimal Detection of Exponential Component in Autoregressive Models (Q3505305) (← links)
• Change‐Point Tests for the Error Distribution in Non‐parametric Regression (Q3552970) (← links)
• Asymptotic Properties of Error Density Estimator in Regression Model Under α-Mixing Assumptions (Q3631407) (← links)
• Basic structure of the asymptotic theory in dynamic nonlinear econometric models (Q3989294) (← links)
• On the asymptotic standard errors of residual autocorrelations in nonlinear time series modelling (Q4015851) (← links)
• TESTING FOR A CHANGE OF THE INNOVATION DISTRIBUTION IN AN ARCH MODEL (Q5036026) (← links)
• Testing Conditional Independence Restrictions (Q5080459) (← links)
• Weighted Empirical Minimum Distance Estimators in Berkson Measurement Error Regression Models (Q5141228) (← links)
• A class of minimum distance estimators in Markovian multiplicative error models (Q6108880) (← links)