Pages that link to "Item:Q1807171"
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The following pages link to On residual empirical processes of stochastic regression models with applications to time series (Q1807171):
Displaying 48 items.
- Analysis of the forward search using some new results for martingales and empirical processes (Q265297) (← links)
- Conditional value-at-risk: semiparametric estimation and inference (Q311646) (← links)
- A divergence test for autoregressive time series models (Q634835) (← links)
- A note on Jarque-Bera normality test for ARMA-GARCH innovations (Q744734) (← links)
- A test for independence of two stationary infinite order autoregressive processes (Q816595) (← links)
- Residual empirical processes for long and short memory time series (Q955149) (← links)
- Partial sums of lagged cross-products of AR residuals and a test for white noise (Q1019485) (← links)
- On the residuals of autoregressive processes and polynomial regression (Q1069631) (← links)
- A note on the residual empirical process in autoregressive models (Q1380552) (← links)
- A nonparametric test for the change of the density function in strong mixing processes. (Q1423041) (← links)
- Studentized autoregressive time series residuals (Q1424637) (← links)
- On the Bickel-Rosenblatt test for first-order autoregressive models (Q1612967) (← links)
- Entropy test and residual empirical process for autoregressive conditional duration models (Q1663317) (← links)
- Maximum entropy test for GARCH models (Q1731233) (← links)
- Copula parameter change test for nonlinear AR models with nonlinear GARCH errors (Q1731361) (← 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 marked empirical processes for focused inference on \(\mathrm{AR}(p)\) vs \(\mathrm{AR}(p+1)\) stationary time series (Q1930624) (← links)
- Asymptotic properties of mildly explosive processes with locally stationary disturbance (Q2036311) (← links)
- Test for conditional quantile change in GARCH models (Q2151594) (← links)
- Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks (Q2203624) (← links)
- A maximum entropy type test of fit: composite hypothesis case (Q2359457) (← links)
- Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE (Q2430997) (← links)
- The Bickel--Rosenblatt test for diffusion processes (Q2497811) (← links)
- Sequential empirical process in autoregressive models with measurement errors (Q2507885) (← links)
- Goodness-of-fit test using residuals in infinite-order autoregressive models (Q2510704) (← links)
- A note on the Jarque-Bera normality test for GARCH innovations (Q2510920) (← links)
- Residual empirical processes for nearly unstable long-memory time series (Q2511572) (← links)
- On testing for independence between the innovations of several time series (Q2856550) (← links)
- Maximum Entropy Test for Autoregressive Models (Q2950561) (← links)
- Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity (Q2954305) (← links)
- Empirical distribution function under heteroscedasticity (Q3106402) (← links)
- The empirical process of autoregressive residuals (Q3161682) (← links)
- Omnibus goodness of fit test based on quadratic distance (Q3390339) (← links)
- THE SIGN TEST FOR STOCHASTIC PROCESSES (Q3489231) (← links)
- On residual empirical processes of GARCH-SM models: application to conditional symmetry tests (Q3552849) (← links)
- Monitoring Distributional Changes in Autoregressive Models (Q3645021) (← links)
- Empirical and rank processes of observations and residuals (Q3681716) (← links)
- (Q4212940) (← links)
- Theory & Methods: <i>ε</i>‐Repetitions of the Maximum Residuals in an AR(1) Model (Q4540799) (← links)
- Bootstrap entropy test for general location-scale time series models with heteroscedasticity (Q4960705) (← links)
- Location and scale-based CUSUM test with application to autoregressive models (Q5033423) (← links)
- On the Bickel–Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes (Q5228346) (← links)
- Factor and Idiosyncratic Empirical Processes (Q5242464) (← links)
- A Quantile‐based Test for Symmetry of Weakly Dependent Processes (Q5256821) (← links)
- Change point detection in copula ARMA–GARCH Models (Q5397933) (← links)
- Test for Parameter Change in ARIMA Models (Q5481629) (← links)
- Diagnostic test for unstable autoregressive models (Q5758158) (← links)
