Pages that link to "Item:Q4541263"
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The following pages link to Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Density Approach (Q4541263):
Displaying 50 items.
- Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
- Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
- A consistent characteristic function-based test for conditional independence (Q289185) (← links)
- Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
- Testing serial independence via density-based measures of divergence (Q479175) (← links)
- Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
- Estimating the codifference function of linear time series models with infinite variance (Q537535) (← links)
- A link-free method for testing the significance of predictors (Q631622) (← links)
- A martingale approach for testing diffusion models based on infinitesimal operator (Q737898) (← links)
- Generalized runs tests for the IID hypothesis (Q737912) (← links)
- Generalized spectral testing for multivariate continuous-time models (Q738028) (← links)
- Specification tests of calibrated option pricing models (Q888333) (← links)
- Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
- Testing for serial independence of panel errors (Q1623526) (← links)
- Applications of distance correlation to time series (Q1708994) (← links)
- Testing for serial independence in vector autoregressive models (Q1757250) (← links)
- Monitoring changes in the error distribution of autoregressive models based on Fourier methods (Q1946878) (← links)
- Model assessment for time series dynamics using copula spectral densities: a graphical tool (Q2001092) (← links)
- Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
- Fourier-type tests of mutual independence between functional time series (Q2078533) (← links)
- Tests of serial dependence for multivariate time series with arbitrary distributions (Q2079632) (← links)
- Estimation of time series models using residuals dependence measures (Q2105206) (← links)
- The integrated copula spectrum (Q2112830) (← links)
- Goodness-of-fit testing for time series models via distance covariance (Q2116320) (← links)
- Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796) (← links)
- Testing distributional assumptions using a continuum of moments (Q2227064) (← links)
- Testing equality of distributions of random convex compact sets via theory of \(\mathfrak{N} \)-distances (Q2241597) (← links)
- Specification test for Markov models with measurement errors (Q2252889) (← links)
- Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis (Q2348726) (← links)
- Model-free model-fitting and predictive distributions (Q2392912) (← links)
- Lag selection and model specification testing in nonparametric autoregressive conditional heteroscedastic models (Q2409623) (← links)
- Nonparametric dynamic panel data models: kernel estimation and specification testing (Q2442453) (← links)
- A unified approach to validating univariate and multivariate conditional distribution models in time series (Q2512595) (← links)
- Testing a linear dynamic panel data model against nonlinear alternatives (Q2512605) (← links)
- A distance-based test of independence between two multivariate time series (Q2692924) (← links)
- TESTING FOR THE MARKOV PROPERTY IN TIME SERIES (Q3224040) (← links)
- Testing the Martingale Difference Hypothesis (Q4434414) (← links)
- DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS (Q4562549) (← links)
- AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM (Q4562558) (← links)
- CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH (Q4569585) (← links)
- Fourier Analysis of Serial Dependence Measures (Q4604007) (← links)
- Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series (Q4690952) (← links)
- TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS (Q4933583) (← links)
- Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes (Q4979076) (← links)
- A robust test for serial correlation in panel data models (Q5040543) (← links)
- Time-Varying Periodicity in Intraday Volatility (Q5208074) (← links)
- On consistent testing for serial correlation in seasonal time series models (Q5442061) (← links)
- Testing for Granger-causality in quantiles (Q5862503) (← links)
- Fourier–type tests involving martingale difference processes (Q5864443) (← links)
- Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes (Q5864457) (← links)
