Pages that link to "Item:Q1568277"
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The following pages link to Optimal tests for autoregressive models based on autoregression rank scores (Q1568277):
Displaying 23 items.
- Optimal rank-based tests for block exogeneity in vector autoregressions (Q391529) (← links)
- Regression quantiles and their two-step modifications (Q426697) (← links)
- Finite-sample distribution of regression quantiles (Q613188) (← links)
- Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
- Testing linear hypotheses in autoregressions (Q918612) (← links)
- Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores (Q1298971) (← links)
- Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence (Q1299532) (← links)
- Rank tests for testing the randomness of autoregressive coefficients (Q1336895) (← links)
- Inference for spatial autoregressive models with infinite variance noises (Q1995608) (← links)
- Extremal quantile autoregression for heavy-tailed time series (Q2674515) (← links)
- Optimal test for<i>PAR</i>(1) dependence against<i>PSETAR</i>(2,1,1) models with specified threshold (Q2807735) (← links)
- Quantile autoregression for censored data (Q2817309) (← links)
- Analysis of Bivariate Coupling by Means of Recurrence (Q2847942) (← links)
- Order Patterns in Time Series (Q3505322) (← links)
- Locally asymptotically rank-based procedures for testing autoregressive moving average dependence (Q3777273) (← links)
- (Q4249459) (← links)
- ON THE PITMAN NON-ADMISSIBILITY OF CORRELOGRAM-BASED METHODS (Q4319854) (← links)
- Rank-based tests for autoregressive against bilinear serial dependence (Q4345898) (← links)
- Estimation in autoregressivemodels based on autoregressionrank scores (Q4789777) (← links)
- A goodness-of-fit test based on ranks for arma models (Q4843896) (← links)
- Averaged Autoregression Quantiles in Autoregressive Model (Q5141226) (← links)
- Nonparametric tests in linear model with autoregressive errors (Q6159680) (← links)
- A conversation with Marc Hallin (Q6612362) (← links)