The following pages link to (Q3817481):
Displaying 24 items.
- Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean (Q276926) (← links)
- Unit-roots test for time-series data with a linear time trend (Q809530) (← links)
- Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results (Q953736) (← links)
- Testing for sign and amplitude asymmetries using threshold autoregressions (Q956521) (← links)
- On robust testing for conditional heteroscedasticity in time series models (Q956923) (← links)
- Testing the adequacy of smooth transition autoregressive models (Q1126494) (← links)
- A nonparametric goodness-of-fit test for a class of parametric autoregressive models (Q1299430) (← links)
- Linearity testing using local polynomial approximation (Q1299548) (← links)
- A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series (Q1380606) (← links)
- A consistent nonparametric test for linearity of \(\text{AR} (p)\) models (Q1389742) (← links)
- A simple linear time series model with misleading nonlinear properties (Q1606377) (← links)
- Evaluating GARCH models. (Q1858977) (← links)
- Detecting nonlinearities in neuro-electrical signals: A study of synchronous local field potentials (Q1915070) (← links)
- On the estimation and diagnostic checking of the ARFIMA-HYGARCH model (Q1927143) (← links)
- Non-linear time series clustering based on non-parametric forecast densities (Q2445740) (← links)
- Information criteria for nonlinear time series models (Q2691663) (← links)
- Nonlinearity tests in time series analysis (Q3598310) (← links)
- On nonlinear models for time series (Q4203659) (← links)
- (Q4320725) (← links)
- Distribution of the cross‐correlations of squared residuals in ARIMA models (Q4344824) (← links)
- A nonparametric test of conditional autoregressive heteroscedasticity for threshold autoregressive models (Q4546739) (← links)
- On detecting the optimal structure of a neural network under strong statistical features in errors (Q4979103) (← links)
- A Portmanteau Test for Smooth Transition Autoregressive Models (Q5135319) (← links)
- Portmanteau tests for linearity of stationary time series (Q5860904) (← links)
