Pages that link to "Item:Q817984"

The following pages link to Distribution free goodness-of-fit tests for linear processes (Q817984):

Displaying 38 items.

• Permutation test for heterogeneous treatment effects with a nuisance parameter (Q95381) (← links)
• A parametric bootstrap test for cycles (Q265115) (← links)
• A goodness-of-fit test for ARCH(\(\infty\)) models (Q289186) (← links)
• Specification testing for regression models with dependent data (Q291110) (← links)
• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
• Goodness-of-fit problem for errors in nonparametric regression: distribution free approach (Q1043735) (← links)
• On nonparametric and semiparametric testing for multivariate linear time series (Q1043750) (← links)
• Testing constancy in varying coefficient models (Q2024439) (← links)
• Goodness-of-fit testing for copulas: a distribution-free approach (Q2203635) (← links)
• Asymptotically distribution-free goodness-of-fit testing for tail copulas (Q2343967) (← links)
• The generalised autocovariance function (Q2346029) (← 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)
• Data-driven smooth tests for the martingale difference hypothesis (Q2445650) (← links)
• Testing nonparametric and semiparametric hypotheses in vector stationary processes (Q2482138) (← links)
• Constructing smooth tests without estimating the eigenpairs of the limiting process (Q2512599) (← links)
• Semiparametric estimation for stationary processes whose spectra have an unknown pole (Q2583421) (← links)
• Goodness of fit for lattice processes (Q2628837) (← links)
• Testing semiparametric conditional moment restrictions using conditional martingale transforms (Q2630150) (← links)
• Distribution-free tests for time series models specification (Q2630201) (← links)
• Testing semiparametric hypotheses in locally stationary processes (Q2852620) (← links)
• BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL (Q3100982) (← links)
• TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
• Distribution-free specification tests for dynamic linear models (Q3406056) (← links)
• On the Asymptotic Efficiency of Directional Models Checks for Regression (Q4609013) (← links)
• SPECIFICATION TESTS FOR LATTICE PROCESSES (Q5247355) (← links)
• A TEST FOR WEAK STATIONARITY IN THE SPECTRAL DOMAIN (Q5384844) (← links)
• A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue (Q5430502) (← links)
• A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
• A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models (Q5863649) (← links)
• Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty: Formulations and empirical evaluation (Q5864442) (← links)
• A goodness-of-fit test for ARCH(\(\infty\)) models (Q5965496) (← links)
• Testing nonparametric shape restrictions (Q6183865) (← links)
• Two-Sample Testing for Tail Copulas with an Application to Equity Indices (Q6190777) (← links)
• ARMA model checking with data-driven portmanteau tests (Q6596734) (← links)
• Testing for Uncorrelated Residuals in Dynamic Count Models With an Application to Corporate Bankruptcy (Q6616617) (← links)
• Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models (Q6620920) (← links)