Pages that link to "Item:Q1299548"
From MaRDI portal
The following pages link to Linearity testing using local polynomial approximation (Q1299548):
Displaying 50 items.
- A consistent characteristic function-based test for conditional independence (Q289185) (← links)
- An adaptive empirical likelihood test for parametric time series regression models (Q289191) (← links)
- Nonparametric simultaneous testing for structural breaks (Q291109) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
- Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
- Checking nonlinear heteroscedastic time series models (Q556432) (← links)
- Goodness-of-fit tests for copulas (Q558063) (← links)
- A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression (Q605879) (← links)
- Structural test in regression on functional variables (Q631609) (← links)
- A semiparametric method for estimating nonlinear autoregressive model with dependent errors (Q640165) (← links)
- A bootstrap test for the comparison of nonlinear time series (Q961279) (← links)
- Specification testing in nonlinear and nonstationary time series autoregression (Q1043717) (← links)
- Batch checking with applications to linear functions (Q1198028) (← links)
- Towards a nonparametric test of linearity for times series (Q1299551) (← links)
- Derivative estimation and testing in generalized additive models (Q1399277) (← links)
- A central limit theorem for a random quadratic form of strictly stationary processes (Q1579539) (← links)
- Expansion for moments of regression quantiles with applications to nonparametric testing (Q1740509) (← links)
- Measure-invariance of copula functions as tool for testing no-arbitrage assumption (Q1743947) (← links)
- Nonparametric estimation in null recurrent time series. (Q1848865) (← links)
- Model specification tests in nonparametric stochastic regression models (Q1861390) (← links)
- A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
- Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence (Q2116326) (← links)
- Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
- Specification and structural break tests for additive models with applications to realized variance data (Q2354863) (← links)
- Nonparametric specification for non-stationary time series regression (Q2444659) (← links)
- A test for model specification of diffusion processes (Q2477057) (← links)
- Moment inequalities for spatial processes (Q2483441) (← links)
- Testing for superiority among two time series (Q2573250) (← links)
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models<sup>∗</sup> (Q2744171) (← links)
- Testing semiparametric hypotheses in locally stationary processes (Q2852620) (← links)
- Goodness-of-Fit Tests for Multiplicative Models with Dependent Data (Q3077771) (← links)
- Modeling Diurnal Variation of Marine Populations (Q3078706) (← links)
- Comparison of Separable Components in Different Samples (Q3440883) (← links)
- Optimal Detection of Exponential Component in Autoregressive Models (Q3505305) (← links)
- CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION (Q3580636) (← links)
- A Note on a Specification Test for Time Series Models Based on Spectral Density Estimation (Q4455954) (← links)
- Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks (Q4561855) (← links)
- CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH (Q4569585) (← links)
- An Empirical Likelihood Goodness-of-Fit Test for Time Series (Q4672184) (← links)
- Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series (Q4677045) (← links)
- Testing symmetry in nonparametric regression models (Q4804987) (← links)
- Nonparametric Estimation and Symmetry Tests for Conditional Density Functions (Q4805922) (← links)
- Some comments on specification tests in nonparametric absolutely regular processes (Q4828175) (← links)
- NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY (Q4917232) (← links)
- A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS (Q5012630) (← links)
- Reducing Testing Affine Spaces to Testing Linearity of Functions (Q5098778) (← links)
- SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION (Q5199498) (← links)
- Optimal rank-based detection of exponential component in autoregressive models (Q5297086) (← links)
- Testing for the Equality of Two Autoregressive Functions Using Quasi-Residuals (Q5321941) (← links)
