Pages that link to "Item:Q4979936"
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The following pages link to NONPARAMETRIC NONSTATIONARITY TESTS (Q4979936):
Displaying 15 items.
- Testing for (in)finite moments (Q138542) (← links)
- Nonparametric test of restricted interchangeability (Q809501) (← links)
- Forecast dominance testing via sign randomization (Q1627567) (← links)
- A nonparametric approach to test for predictability (Q1672705) (← links)
- Nonparametric pseudo-Lagrange multiplier stationarity testing (Q1934472) (← links)
- Cointegration in high frequency data (Q2044337) (← links)
- Testing for stationarity at high frequency (Q2182131) (← links)
- Sequential testing for structural stability in approximate factor models (Q2186663) (← links)
- A diagnostic criterion for approximate factor structure (Q2330733) (← links)
- Nonparametric tests for scale shift at an unknown time point (Q3345598) (← links)
- Efficient Tests of Nonstationary Hypotheses (Q4323570) (← links)
- Theory of Nonparametric Tests (Q4583134) (← links)
- A Non-Parametric Test of Exogeneity (Q5427681) (← links)
- Testing for strict stationarity in a random coefficient autoregressive model (Q5861030) (← links)
- Online change-point detection for matrix-valued time series with latent two-way factor structure (Q6621541) (← links)