Testing for superiority among two time series

DOI10.1007/s11203-003-8475-yzbMath1079.62087OpenAlexW1987430811MaRDI QIDQ2573250

Yanyan Li

Publication date: 7 November 2005

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-003-8475-y

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Related Items (1)

Testing for the Equality of Two Autoregressive Functions Using Quasi-Residuals

Cites Work

• Semiparametric comparison of regression curves
• Testing the (parametric) null model hypothesis in (semiparametric) partial and generalized spline models
• Linearity testing using local polynomial approximation
• Comparing nonparametric versus parametric regression fits
• Identification of nonlinear time series from first order cumulative characteristics
• Testing for the equality of two nonparametric regression curves
• Testing for superiority among two regression curves
• Minimum distance regression model checking
• Testing the equality of nonparametric regression curves
• Nonparametric model checks for time series
• Comparison of non-parametric regression functions through their cumulatives
• Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
• A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series
• Covariate-Matched One-Sided Tests for the Difference Between Functional Means
• Comparison of Regression Curves Using Quasi-Residuals
• Bootstrap Test for Difference Between Means in Nonparametric Regression

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