Pages that link to "Item:Q1327855"
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The following pages link to Identification of nonlinear time series from first order cumulative characteristics (Q1327855):
Displaying 30 items.
- An adaptive empirical likelihood test for parametric time series regression models (Q289191) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations (Q537479) (← links)
- Checking nonlinear heteroscedastic time series models (Q556432) (← links)
- A locally asymptotically powerful test for nonlinear autoregressive models (Q931815) (← links)
- Time series nonlinearity modeling: A Giannakis formula type approach (Q948187) (← links)
- Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (Q1002573) (← links)
- Local power of a Cramér-von Mises type test for parametric autoregressive models of order one (Q1004758) (← links)
- Identification of the coefficients in a non-linear time series of the quadratic type (Q1069633) (← links)
- A nonparametric goodness-of-fit test for a class of parametric autoregressive models (Q1299430) (← links)
- Nonparametric vector autoregression (Q1299541) (← links)
- Local polynomial estimators of the volatility function in nonparametric autoregression (Q1372929) (← links)
- Adaptive estimation of mean and volatility functions in (auto-)regressive models. (Q1766042) (← links)
- Cumulative regression function tests for regression models for longitudinal data (Q1807132) (← links)
- Nonparametric model checks for time series (Q1807172) (← links)
- A nonparametric dynamic additive regression model for longitudinal data. (Q1848811) (← links)
- Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943) (← links)
- Comparison of non-parametric regression functions through their cumulatives (Q1962117) (← links)
- Goodness-of-fit tests for nonlinear heteroscedastic regression models (Q1962149) (← links)
- Estimation in a class of nonlinear heteroscedastic time series models (Q2426824) (← links)
- Model checks of higher order time series (Q2497798) (← links)
- Testing for superiority among two time series (Q2573250) (← links)
- On nonparametric prediction of linear processes (Q3077668) (← links)
- ON THE CONDITIONAL HOMOSCEDASTICITY TEST IN AUTOREGRESSIVE MODEL WITH ARCH ERROR (Q4449054) (← links)
- Weak convergence of some marked empirical processes: Application to testing heteroscedasticity (Q4805926) (← links)
- Nonparametric testing for correlation models with dependent data (Q4949155) (← links)
- SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION (Q5199498) (← links)
- Testing for the Equality of Two Autoregressive Functions Using Quasi-Residuals (Q5321941) (← links)
- Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations (Q5881427) (← links)
- \(L_1\) geometric ergodicity of a multivariate nonlinear AR model with an ARCH term. (Q5933608) (← links)
