Pages that link to "Item:Q2892897"

The following pages link to 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):

Displaying 3 items.

• A nonparametric model check for time series when the random vectors are nonstationary and absolutely regular (Q321513) (← links)
• Testing nonstationary and absolutely regular nonlinear time series models (Q2330966) (← 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)