Pages that link to "Item:Q1807086"

The following pages link to Weak convergence of the sequential empirical processes of residuals in nonstationary autoregressive models (Q1807086):

Displaying 22 items.

• Weak convergence of the sequential empirical processes of residuals in TAR models (Q476641) (← links)
• Residual empirical processes for long and short memory time series (Q955149) (← links)
• Regression quantiles for unstable autoregressive models (Q1877008) (← links)
• Hill's estimator for the tail index of an ARMA model (Q1877836) (← links)
• On the cusum of squares test for variance change in nonstationary and nonparametric time series models (Q1881411) (← links)
• Weak convergence of the sequential empirical processes of residuals in ARMA models (Q1896251) (← links)
• Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models (Q2073226) (← links)
• Covariance changes detection in multivariate time series (Q2433827) (← links)
• Testing hypotheses on the ``drift'' of parameters in ARMA and ARCH models (Q2439211) (← links)
• Fitting an error distribution in some heteroscedastic time series models (Q2497190) (← links)
• The Bickel--Rosenblatt test for diffusion processes (Q2497811) (← links)
• Sequential empirical process in autoregressive models with measurement errors (Q2507885) (← links)
• Testing the hypothesis on the ``drift'' of parameters in the moving average model (Q2513040) (← links)
• Testing for a change of the innovation distribution in nonparametric autoregression: the sequential empirical process approach (Q2868867) (← links)
• The empirical process of autoregressive residuals (Q3161682) (← links)
• On residual empirical processes of GARCH-SM models: application to conditional symmetry tests (Q3552849) (← links)
• Change‐Point Tests for the Error Distribution in Non‐parametric Regression (Q3552970) (← links)
• Weak convergence of a weighted residual empirical process in autoregression (Q3985465) (← links)
• (Q4356489) (← links)
• Factor and Idiosyncratic Empirical Processes (Q5242464) (← links)
• Diagnostic test for unstable autoregressive models (Q5758158) (← links)
• Testing stochastic dominance with many conditioning variables (Q6108264) (← links)