Pages that link to "Item:Q4351573"

The following pages link to Goodness-of-fit tests for autoregressive processes (Q4351573):

Displaying 20 items.

• Bootstrap specification tests for linear covariance stationary processes (Q275265) (← links)
• Goodness of fit tests for spectral distributions (Q688386) (← links)
• Distribution free goodness-of-fit tests for linear processes (Q817984) (← links)
• Spectra of bivariate \(\mathrm{VAR}(p)\) models (Q861224) (← links)
• New goodness-of-fit tests for the error distribution of autoregressive time-series models (Q951930) (← links)
• The asymptotic covariance matrix of the multivariate serial correlations (Q1382486) (← links)
• An omnibus test for the time series model AR(1). (Q1421315) (← links)
• Goodness-of-fit tests for continuous-time stationary processes (Q1795470) (← links)
• Goodness of fit for lattice processes (Q2628837) (← links)
• A goodness-of-fit process for ARMA(\(p\),\(q\)) models based on a modified residual autocorrelation sequence (Q2643283) (← links)
• Sign invariance in goodness-of-fit test for time series (Q2742776) (← links)
• A goodness-of-fit test of the errors in nonlinear autoregressive time series models with stationary $\alpha$-mixing error terms (Q2941328) (← links)
• (Q3498084) (← links)
• A Test for Spectrum Flatness (Q3505331) (← links)
• A FREQUENCY DOMAIN APPROACH TO LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING AVERAGE MODELS (Q3703145) (← links)
• ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETT'S U_p-STATISTIC (Q3738439) (← links)
• A GOODNESS-OF-FIT TEST FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS BASED ON THE STANDARDIZED SAMPLE SPECTRAL DISTRIBUTION OF THE RESIDUALS (Q4319857) (← links)
• Limiting distribution of weighted processes of residuals. Application to parametric nonlinear autoregressive models (Q4367682) (← links)
• A test of homogeneity for autoregressive processes (Q4545946) (← links)
• A goodness-of-fit test based on ranks for arma models (Q4843896) (← links)