Pages that link to "Item:Q2868867"
From MaRDI portal
The following pages link to Testing for a change of the innovation distribution in nonparametric autoregression: the sequential empirical process approach (Q2868867):
Displaying 14 items.
- Epidemic change tests for the mean of innovations of an AR(1) process (Q273782) (← links)
- Estimating the innovation distribution in nonparametric autoregression (Q1017896) (← links)
- Validation tests for the innovation distribution in INAR time series models (Q2259784) (← links)
- A model specification test for the variance function in nonparametric regression (Q2324330) (← links)
- Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models (Q2348448) (← links)
- Testing for distributional change in time series (Q2716438) (← links)
- A note on non-parametric testing for Gaussian innovations in AR-ARCH models (Q2852597) (← links)
- Testing for a change of the innovation distribution in nonparametric autoregression: the sequential empirical process approach (Q2868867) (← links)
- Innovation martingales in nonparametric statistics (Q3981237) (← links)
- Change Point Detection with Multivariate Observations Based on Characteristic Functions (Q4609022) (← links)
- Specification testing in nonparametric AR‐ARCH models (Q4629272) (← links)
- TESTING FOR A CHANGE OF THE INNOVATION DISTRIBUTION IN AN ARCH MODEL (Q5036026) (← links)
- An empirical-likelihood-based structural-change test for INAR processes (Q5887984) (← links)
- ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)
