Pages that link to "Item:Q275265"
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The following pages link to Bootstrap specification tests for linear covariance stationary processes (Q275265):
Displaying 17 items.
- A bootstrap causality test for covariance stationary processes (Q262751) (← links)
- A parametric bootstrap test for cycles (Q265115) (← links)
- A goodness-of-fit test for ARCH(\(\infty\)) models (Q289186) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Semiparametric estimation for seasonal long-memory time series using generalized exponential models (Q1011539) (← links)
- An alternative bootstrap to moving blocks for time series regression models (Q1414629) (← links)
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737) (← links)
- Goodness of fit for lattice processes (Q2628837) (← links)
- BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL (Q3100982) (← links)
- TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
- A linear approximation to the wild bootstrap in specification testing (Q3297940) (← links)
- ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETT'S U<sub>p</sub>-STATISTIC (Q3738439) (← links)
- SPECIFICATION TESTS FOR LATTICE PROCESSES (Q5247355) (← links)
- A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue (Q5430502) (← links)
- A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models (Q5863649) (← links)
- A goodness-of-fit test for ARCH(\(\infty\)) models (Q5965496) (← links)
