Pages that link to "Item:Q4345898"
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The following pages link to Rank-based tests for autoregressive against bilinear serial dependence (Q4345898):
Displaying 15 items.
- Optimal rank-based tests for block exogeneity in vector autoregressions (Q391529) (← links)
- R-estimation in semiparametric dynamic location-scale models (Q503558) (← links)
- Checking nonlinear heteroscedastic time series models (Q556432) (← links)
- Local power of a Cramér-von Mises type test for parametric autoregressive models of order one (Q1004758) (← links)
- Testing coefficients of AR and bilinear time series models by a graphical approach (Q1042829) (← links)
- Optimal rank-based tests against first-order superdiagonal bilinear dependence (Q1200014) (← links)
- Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores (Q1298971) (← links)
- A nonparametric goodness-of-fit test for a class of parametric autoregressive models (Q1299430) (← links)
- Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence (Q1299532) (← links)
- Testing time reversibility without moment restrictions (Q1971793) (← links)
- Rank-based testing for semiparametric VAR models: a measure transportation approach (Q2108478) (← links)
- Locally asymptotically rank-based procedures for testing autoregressive moving average dependence (Q3777273) (← links)
- ON THE PITMAN NON-ADMISSIBILITY OF CORRELOGRAM-BASED METHODS (Q4319854) (← links)
- Adaptive Estimation of Periodic First-Order Threshold Autoregressive Model (Q5418891) (← links)
- Adaptive test for periodic ARFIMA models (Q6549387) (← links)
