Pages that link to "Item:Q2427232"

The following pages link to 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):

Displaying 3 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 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)