Pages that link to "Item:Q3687497"

The following pages link to Testing normality in autoregressive models (Q3687497):

Displaying 20 items.

• Testing normality: a GMM approach (Q261889) (← links)
• Testing normality in econometric models (Q374745) (← links)
• A divergence test for autoregressive time series models (Q634835) (← links)
• Test for normality in the econometric disequilibrium markets model (Q788454) (← links)
• Testing linear hypotheses in autoregressions (Q918612) (← links)
• On the quantile process based on the autoregressive residuals. (Q1299375) (← links)
• A note on the residual empirical process in autoregressive models (Q1380552) (← links)
• On the Bickel-Rosenblatt test for first-order autoregressive models (Q1612967) (← links)
• On residual empirical processes of stochastic regression models with applications to time series (Q1807171) (← links)
• A new test for normality in linear autoregressive models (Q1868960) (← links)
• Sequential empirical process in autoregressive models with measurement errors (Q2507885) (← links)
• Goodness-of-fit test using residuals in infinite-order autoregressive models (Q2510704) (← links)
• Testing for intercept-scale switch in linear autoregression (Q2856549) (← links)
• Testing Normality for Linear AR(<b><i>p</i></b>) Models (Q3155301) (← links)
• The empirical process of autoregressive residuals (Q3161682) (← links)
• (Q3350574) (← links)
• Testing for residual correlation of any order in the autoregressive process (Q4638732) (← links)
• Goodness‐of‐fit tests of normality for the innovations in ARMA models (Q4677019) (← links)
• Estimating the mean and its effects on Neyman smooth tests of normality for ARMA models (Q5507358) (← links)
• A SIMPLE TEST OF NORMALITY FOR TIME SERIES (Q5719157) (← links)