Pages that link to "Item:Q4665430"
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The following pages link to Non-Parametric Testing of Conditional Variance Functions in Time Series (Q4665430):
Displaying 17 items.
- A consistent bootstrap test for conditional density functions with time-series data (Q275271) (← links)
- Testing for multivariate volatility functions using minimum volume sets and inverse regression (Q299269) (← links)
- Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
- An efficient locally asymptotic parametric test in nonlinear heteroscedastic time series models (Q427980) (← links)
- A new variance component score test for testing distributed lag functions with applications in time series analysis (Q511563) (← links)
- A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations (Q537479) (← links)
- Checking nonlinear heteroscedastic time series models (Q556432) (← links)
- A locally asymptotically powerful test for nonlinear autoregressive models (Q931815) (← links)
- On nonparametric and semiparametric testing for multivariate linear time series (Q1043750) (← links)
- Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series (Q1298462) (← links)
- A score statistic for testing the presence of a stochastic trend in conditional variances (Q2127331) (← links)
- Testing for parameter constancy in non-Gaussian time series (Q2852478) (← links)
- Edgeworth expansions for functions of weighted empirical distributions with applications to nonparametric confidence intervals (Q3548446) (← links)
- On residual empirical processes of GARCH-SM models: application to conditional symmetry tests (Q3552849) (← links)
- A NONPARAMETRIC TEST OF CHANGING CONDITIONAL VARIANCES IN AUTOREGRESSIVE TIME SERIES (Q4540606) (← links)
- Nonparametric Tests for the Effect of a Treatment on the Conditional Variance (Q4578219) (← links)
- Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations (Q5881427) (← links)
