Pages that link to "Item:Q2330966"

The following pages link to Testing nonstationary and absolutely regular nonlinear time series models (Q2330966):

Displaying 7 items.

• A nonparametric model check for time series when the random vectors are nonstationary and absolutely regular (Q321513) (← 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)
• 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 a nonlinear time series (Q3077669) (← links)
• (Q3350574) (← links)
• A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series (Q3990525) (← links)
• Testing nested and non-nested periodically integrated autoregressive models (Q4226844) (← links)