Pages that link to "Item:Q3990525"
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The following pages link to A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series (Q3990525):
Displaying 44 items.
- Checking nonlinear heteroscedastic time series models (Q556432) (← links)
- Testing for a linear MA model against threshold MA models (Q817980) (← links)
- Revisiting the estimation of the error density in functional autoregressive models (Q892893) (← links)
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (Q962298) (← links)
- A bootstrap test for time series linearity (Q993830) (← links)
- Minimum distance regression model checking with Berkson measurement errors (Q1002151) (← links)
- Local power of a Cramér-von Mises type test for parametric autoregressive models of order one (Q1004758) (← links)
- Testing linearity for NARX models (Q1287103) (← links)
- Regression model fitting with long memory errors (Q1299429) (← links)
- A nonparametric goodness-of-fit test for a class of parametric autoregressive models (Q1299430) (← links)
- Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence (Q1299532) (← links)
- Linearity testing using local polynomial approximation (Q1299548) (← links)
- Dimension-reduction type test for linearity of a stochastic regression model (Q1299826) (← links)
- A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series (Q1380606) (← links)
- Nonparametric comparison of regression curves: An empirical process approach (Q1412369) (← links)
- Minimum distance regression model checking (Q1417798) (← links)
- On testing for no effect of the predictor on response (Q1568242) (← links)
- A mixed-type test for linearity in time series (Q1580009) (← links)
- Testing the equality of nonparametric regression curves (Q1801879) (← links)
- Nonparametric model checks for time series (Q1807172) (← links)
- A K-S type test of linearity for a class of time series models (Q1814704) (← links)
- Significance testing in nonparametric regression based on the bootstrap. (Q1848914) (← links)
- Nonlinear time series analysis since 1990: Some personal reflections (Q1862924) (← links)
- Martingale transforms goodness-of-fit tests in regression models. (Q1879928) (← links)
- Goodness-of-fit tests for nonlinear heteroscedastic regression models (Q1962149) (← links)
- Nonparametric specification for non-stationary time series regression (Q2444659) (← links)
- Asymptotic inference in some heteroscedastic regression models with long memory design and errors (Q2477069) (← links)
- Regression model checking with Berkson measurement errors (Q2480017) (← links)
- Goodness-of-fit testing in interval censoring case 1 (Q2494677) (← links)
- Model checks of higher order time series (Q2497798) (← links)
- Testing for superiority among two time series (Q2573250) (← links)
- Empirical distribution function under heteroscedasticity (Q3106402) (← links)
- A NONPARAMETRIC STATISTICAL TEST FOR CHAOS: CUMULATIVE PERIODOGRAM UNDER AN ORDER TRANSFORMATION (Q3511087) (← links)
- Rank-based tests for autoregressive against bilinear serial dependence (Q4345898) (← links)
- A NONPARAMETRIC TEST FOR NONLINEARITY BY THE WEIGHTED LEAST SQUARES METHOD (Q4381331) (← links)
- Testing the Martingale Difference Hypothesis (Q4434414) (← links)
- ON THE KOLMOGOROV-SMIRNOV TYPE TEST FOR TESTING NONLINEARITY IN TIME SERIES (Q4540722) (← links)
- A nonparametric test of conditional autoregressive heteroscedasticity for threshold autoregressive models (Q4546739) (← links)
- Weak convergence of some marked empirical processes: Application to testing heteroscedasticity (Q4805926) (← links)
- Nonparametric testing for correlation models with dependent data (Q4949155) (← links)
- Testing for the Equality of Two Autoregressive Functions Using Quasi-Residuals (Q5321941) (← links)
- Nonlinear time series contiguous to \(AR(1)\) processes and a related efficient test for linearity (Q5951991) (← links)
- Percentage points and power of a Kolmogorov-Smirnov type test for linearity in autoregressive time series (Q5957976) (← links)
- A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection (Q6155083) (← links)
