Pages that link to "Item:Q2567180"
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The following pages link to A note on the Bickel\,-\,Rosenblatt test in autoregressive time series (Q2567180):
Displaying 19 items.
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- A goodness-of-fit test for GARCH innovation density (Q434239) (← links)
- Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models (Q438679) (← links)
- The Bickel-Rosenblatt test for continuous time stochastic volatility models (Q464450) (← links)
- Density testing in a contaminated sample (Q860334) (← links)
- Revisiting the estimation of the error density in functional autoregressive models (Q892893) (← links)
- Convergence in distribution for the sup-norm of a kernel density estimator for GARCH inno\-va\-tions (Q927367) (← links)
- On the Bickel-Rosenblatt test for first-order autoregressive models (Q1612967) (← links)
- Glivenko-Cantelli theorem for the kernel error distribution estimator in the first-order autoregressive model (Q1642436) (← links)
- Goodness-of-fit testing of error distribution in linear measurement error models (Q1800808) (← links)
- Goodness-of-fit tests for long memory moving average marginal density (Q1938500) (← links)
- Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band (Q2249844) (← links)
- The LIL for the Bickel-Rosenblatt test statistic (Q2370464) (← links)
- A goodness-of-fit test of the errors in nonlinear autoregressive time series models (Q2475421) (← links)
- Testing parametric models in the presence of instrumental variables (Q2483433) (← links)
- Goodness-of-fit test using residuals in infinite-order autoregressive models (Q2510704) (← links)
- Asymptotic normality of residual density estimator in stationary and explosive autoregressive models (Q2674491) (← links)
- An analog of Bickel-Rosenblatt test for fitting an error density in the two phase linear regression model (Q2682346) (← links)
- On the Bickel–Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes (Q5228346) (← links)
