Pages that link to "Item:Q556432"

The following pages link to Checking nonlinear heteroscedastic time series models (Q556432):

Displaying 16 items.

• Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
• A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models (Q376708) (← links)
• An efficient locally asymptotic parametric test in nonlinear heteroscedastic time series models (Q427980) (← links)
• A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations (Q537479) (← links)
• A test for comparing two discrete stochastic dynamical systems under heteroskedasticity (Q691309) (← links)
• A simple additivity test for conditionally heteroscedastic nonlinear autoregression (Q693254) (← links)
• A locally asymptotically powerful test for nonlinear autoregressive models (Q931815) (← links)
• Testing for nonlinearity in mean and volatility for heteroskedastic models (Q960346) (← links)
• Nonparametric model checks for time series (Q1807172) (← links)
• Estimation in a class of nonlinear heteroscedastic time series models (Q2426824) (← links)
• The marked empirical process to test a general AR-ARCH against an other general AR-ARCH when the random vectors are nonstationary and absolutely regular (Q2427232) (← links)
• Conditional variance model checking (Q2655067) (← links)
• The marked empirical process to test nonlinear time series against a large class of alternatives when the random vectors are nonstationary and absolutely regular (Q2892897) (← links)
• ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS (Q3577700) (← links)
• Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models (Q5321945) (← links)
• A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection (Q6155083) (← links)