Pages that link to "Item:Q3155301"
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The following pages link to Testing Normality for Linear AR(<b><i>p</i></b>) Models (Q3155301):
Displaying 7 items.
- Characteristic function-based hypothesis tests under weak dependence (Q414551) (← links)
- A divergence test for autoregressive time series models (Q634835) (← links)
- A consistent nonparametric test for linearity of \(\text{AR} (p)\) models (Q1389742) (← links)
- A mixed-type test for linearity in time series (Q1580009) (← links)
- A new test for normality in linear autoregressive models (Q1868960) (← links)
- SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL (Q3580631) (← links)
- Testing normality in autoregressive models (Q3687497) (← links)