Pages that link to "Item:Q2655067"
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The following pages link to Conditional variance model checking (Q2655067):
Displaying 17 items.
- Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
- Minimum distance conditional variance function checking in heteroscedastic regression models (Q631625) (← links)
- Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing (Q734559) (← links)
- Pairwise distance-based heteroscedasticity test for regressions (Q829105) (← links)
- Tests for the equality of conditional variance functions in nonparametric regression (Q887246) (← links)
- Distribution-free specification test for volatility function based on high-frequency data with microstructure noise (Q2082567) (← links)
- Evaluating the adequacy of variance function using pairwise distances (Q2089032) (← links)
- A new test for heteroscedasticity in single-index models (Q2195886) (← links)
- Goodness-of-fit testing the error distribution in multivariate indirect regression (Q2323938) (← links)
- A model specification test for the variance function in nonparametric regression (Q2324330) (← links)
- Estimating the conditional error distribution in non-parametric regression (Q2911717) (← links)
- Jacobian Conditioning Analysis for Model Validation (Q4819831) (← links)
- (Q5004036) (← links)
- LACK-OF-FIT TESTING OF THE CONDITIONAL MEAN FUNCTION IN A CLASS OF MARKOV MULTIPLICATIVE ERROR MODELS (Q5397672) (← links)
- Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations (Q5881427) (← links)
- Testing the parametric form of the conditional variance in regressions based on distance covariance (Q6071706) (← links)
- Empirical‐process‐based specification tests for diffusion models (Q6180919) (← links)
