Pages that link to "Item:Q1896251"

The following pages link to Weak convergence of the sequential empirical processes of residuals in ARMA models (Q1896251):

Displaying 50 items.

• Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
• Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions (Q151787) (← links)
• The quantilogram: with an application to evaluating directional predictability (Q288359) (← links)
• Distribution-free specification tests of conditional models (Q291101) (← links)
• Large shocks vs. small shocks. (Or does size matter? May be so.) (Q291855) (← links)
• Testing for structural change in regression quantiles (Q295711) (← links)
• Empirical processes for infinite variance autoregressive models (Q413784) (← links)
• Weak convergence of the sequential empirical processes of residuals in TAR models (Q476641) (← links)
• Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters (Q530987) (← links)
• Monitoring parameter change in time series models (Q719010) (← links)
• A test for independence of two stationary infinite order autoregressive processes (Q816595) (← links)
• Statistical estimation errors of VaR under ARCH returns (Q947259) (← links)
• Testing for parameter stability in quantile regression models (Q952875) (← links)
• Residual empirical processes for long and short memory time series (Q955149) (← links)
• Augmented GARCH sequences: Dependence structure and asymptotics (Q1002569) (← links)
• Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
• Estimating linear functionals of the error distribution in nonparametric regression (Q1417795) (← links)
• A nonparametric test for the change of the density function in strong mixing processes. (Q1423041) (← links)
• Serial rank statistics for detection of changes. (Q1424484) (← links)
• Test for parameter change in stochastic processes based on conditional least-squares estimator (Q1776876) (← links)
• Weak convergence of the sequential empirical processes of residuals in nonstationary autoregressive models (Q1807086) (← links)
• Empirical process of the squared residuals of an ARCH sequence (Q1848867) (← links)
• On the cusum of squares test for variance change in nonstationary and nonparametric time series models (Q1881411) (← links)
• Asymptotics of some estimators and sequential residual empiricals in nonlinear time series (Q1922413) (← links)
• Weak convergence of marked empirical processes for focused inference on \(\mathrm{AR}(p)\) vs \(\mathrm{AR}(p+1)\) stationary time series (Q1930624) (← links)
• Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes (Q1945501) (← links)
• Change-point problems for multivariate time series using pseudo-observations (Q2057844) (← links)
• Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models (Q2073226) (← links)
• Monitoring procedures for strict stationarity based on the multivariate characteristic function (Q2078564) (← links)
• On partial-sum processes of ARMAX residuals (Q2284371) (← links)
• A goodness-of-fit test for copulas based on martingale transformation (Q2295802) (← links)
• Covariance changes detection in multivariate time series (Q2433827) (← links)
• Testing hypotheses on the ``drift'' of parameters in ARMA and ARCH models (Q2439211) (← links)
• Empirical process of residuals for regression models with long memory errors (Q2452780) (← links)
• Comparing distribution functions of errors in linear models: a nonparametric approach (Q2485554) (← links)
• Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators (Q2502150) (← links)
• Sequential empirical process in autoregressive models with measurement errors (Q2507885) (← links)
• Residual empirical processes for nearly unstable long-memory time series (Q2511572) (← 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)
• Fourier Methods for Sequential Change Point Analysis in Autoregressive Models (Q3298505) (← links)
• Change‐Point Tests for the Error Distribution in Non‐parametric Regression (Q3552970) (← links)
• Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals (Q3552975) (← links)
• Monitoring Distributional Changes in Autoregressive Models (Q3645021) (← links)
• (Q4356489) (← links)
• TESTING FOR A CHANGE OF THE INNOVATION DISTRIBUTION IN AN ARCH MODEL (Q5036026) (← links)
• Testing Conditional Independence Restrictions (Q5080459) (← links)
• Testing for variance changes in autoregressive models with unknown order (Q5124813) (← links)
• A Quantile‐based Test for Symmetry of Weakly Dependent Processes (Q5256821) (← links)