Pages that link to "Item:Q5384420"
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The following pages link to Nonnested model comparisons for time series (Q5384420):
Displaying 7 items.
- A nonnested approach to testing continuous time models against discrete alternatives (Q1801422) (← links)
- (Q3362471) (← links)
- Non-nested model selection based on the quantiles and it’s application in time series (Q5022777) (← links)
- Misspecified semiparametric model selection with weakly dependent observations (Q5095825) (← links)
- (Q5420954) (← links)
- Empirical likelihood ratio tests for non-nested model selection based on predictive losses (Q6201860) (← links)
- On the spectral density of fractional Ornstein-Uhlenbeck processes (Q6664662) (← links)