Pages that link to "Item:Q996976"
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The following pages link to Weak convergence of non-stationary multivariate marked processes with applications to martingale testing (Q996976):
Displaying 11 items.
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Argmax-stable marked empirical processes (Q1017817) (← links)
- Testing for serial independence of panel errors (Q1623526) (← links)
- Model checks for nonlinear cointegrating regression (Q1739588) (← links)
- Weak convergence of marked empirical processes for focused inference on \(\mathrm{AR}(p)\) vs \(\mathrm{AR}(p+1)\) stationary time series (Q1930624) (← links)
- Weighted resampling of martingale difference arrays with applications (Q1952172) (← links)
- Weak convergence of marked empirical processes in a Hilbert space and its applications (Q2209836) (← links)
- Marked empirical processes for non-stationary time series (Q2435236) (← links)
- Goodness-of-fit test for a nonlinear time series (Q3077669) (← links)
- A Nonparametric Distribution-Free Test for Serial Independence of Errors (Q5863570) (← links)
- Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations (Q5881427) (← links)
