Pages that link to "Item:Q688386"

The following pages link to Goodness of fit tests for spectral distributions (Q688386):

Displaying 49 items.

• Bootstrap specification tests for linear covariance stationary processes (Q275265) (← links)
• Goodness of fit tests for a class of Markov random field models (Q450023) (← links)
• A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
• A spectral measure for the information loss of temporal aggregation (Q777828) (← links)
• Spectra of bivariate \(\mathrm{VAR}(p)\) models (Q861224) (← links)
• Nonparametric functionals of spectral distributions and their applications to time series analy\-sis (Q866648) (← links)
• Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
• Chi-square type goodness-of-fit tests for stationary Gaussian processes (Q1012784) (← links)
• Time series clustering and classification by the autoregressive metric (Q1023515) (← links)
• Uniform convergence of the empirical spectral distribution function (Q1275954) (← links)
• Weak convergence of dependent empirical measures with application to subsampling in function spaces (Q1297576) (← links)
• Testing time series linearity via goodness-of-fit methods (Q1298973) (← links)
• The continuous and discrete Brownian bridges: Representations and applications (Q1369289) (← links)
• On a property of the finite Fourier partial sums process (Q1373979) (← links)
• The integrated periodogram for long-memory processes with finite or infinite variance (Q1382496) (← links)
• The periodogram at the Fourier frequencies (Q1411876) (← links)
• An omnibus test for the time series model AR(1). (Q1421315) (← links)
• A goodness-of-fit test for VARMA\((p, q)\) models (Q1643801) (← links)
• Goodness-of-fit tests for continuous-time stationary processes (Q1795470) (← links)
• Spectral tests of the martingale hypothesis under conditional heteroscedasticity (Q1841190) (← links)
• Model assessment for time series dynamics using copula spectral densities: a graphical tool (Q2001092) (← links)
• Goodness-of-fit tests for the spatial spectral density (Q2001998) (← links)
• Empirical spectral processes for stationary state space models (Q2105074) (← links)
• The integrated copula spectrum (Q2112830) (← links)
• A hypothesis test using bias-adjusted AR estimators for classifying time series in small samples (Q2361221) (← links)
• A frequency domain empirical likelihood for short- and long-range dependence (Q2373588) (← links)
• Local Whittle likelihood estimators and tests for spatial lattice data (Q2411293) (← links)
• Robust adaptive rate-optimal testing for the white noise hypothesis (Q2442454) (← links)
• Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder) (Q2477585) (← links)
• Testing nonparametric and semiparametric hypotheses in vector stationary processes (Q2482138) (← links)
• The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series (Q2495838) (← links)
• Gaussian limit fields for the integrated periodogram (Q2564698) (← links)
• Local empirical spectral measure of multivariate processes with long range dependence. (Q2574622) (← links)
• A goodness-of-fit process for ARMA(\(p\),\(q\)) models based on a modified residual autocorrelation sequence (Q2643283) (← links)
• Sign invariance in goodness-of-fit test for time series (Q2742776) (← links)
• Goodness-of-fit tests for probability distributions and spectral distributions (Q2805306) (← links)
• BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL (Q3100982) (← links)
• Length tests for goodness of fit (Q3210011) (← links)
• A Test for Spectrum Flatness (Q3505331) (← links)
• An Omnibus Test for Time Series Model<i>I</i>(<i>d</i>) (Q3616257) (← links)
• A GOODNESS-OF-FIT TEST FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS BASED ON THE STANDARDIZED SAMPLE SPECTRAL DISTRIBUTION OF THE RESIDUALS (Q4319857) (← links)
• ADEQUACY OF ASYMPTOTIC THEORY FOR GOODNESS-OF-FIT CRITERIA FOR SPECTRAL DISTRIBUTIONS (Q4337817) (← links)
• Testing the Martingale Difference Hypothesis (Q4434414) (← links)
• Kernel-based portmanteau diagnostic test for ARMA time series models (Q5193390) (← links)
• A new diagnostic tool for VARMA(<i>p</i>,<i>q</i>) models (Q5384672) (← links)
• Testing non-parametric hypotheses for stationary processes by estimating minimal distances (Q5495691) (← links)
• Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty: Formulations and empirical evaluation (Q5864442) (← links)
• A blockwise empirical likelihood method for time series in frequency domain inference (Q6608684) (← links)
• Testing for Uncorrelated Residuals in Dynamic Count Models With an Application to Corporate Bankruptcy (Q6616617) (← links)