Pages that link to "Item:Q3580631"
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The following pages link to SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL (Q3580631):
Displaying 11 items.
- Testing Linearity for Network Autoregressive Models (Q91246) (← links)
- Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
- Goodness-of-fit tests for Log-GARCH and EGARCH models (Q1708360) (← links)
- A K-S type test of linearity for a class of time series models (Q1814704) (← links)
- Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis (Q2061745) (← links)
- Tests for linearity in star models: SupWald and LM-type tests (Q2817313) (← links)
- Quantile regression for location-scale time series models with conditional heteroscedasticity (Q2821474) (← links)
- Testing for parameter stability in nonlinear autoregressive models (Q2931587) (← links)
- Adjusted Supremum Score-Type Statistics for Evaluating Non-Standard Hypotheses (Q2949874) (← links)
- TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS (Q4979497) (← links)
- Inference on GARCH-MIDAS models without any small-order moment (Q6667299) (← links)