Pages that link to "Item:Q1909458"

The following pages link to Local asymptotic normality of multivariate ARMA processes with a linear trend (Q1909458):

Displaying 17 items.

• Affine-invariant rank tests for multivariate independence in independent component models (Q309594) (← links)
• Optimal rank-based tests for block exogeneity in vector autoregressions (Q391529) (← links)
• Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors (Q707402) (← links)
• Efficient detection of random coefficients in autoregressive models (Q1429321) (← links)
• Local asymptotic normality for regression models with long-memory disturbance (Q1583901) (← links)
• Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis (Q2061745) (← links)
• Rank-based testing for semiparametric VAR models: a measure transportation approach (Q2108478) (← links)
• Optimal pseudo-Gaussian and rank-based random coefficient detection in multiple regression (Q2215956) (← links)
• Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity (Q2373577) (← links)
• Rank-based optimal tests of the adequacy of an elliptic VARMA model (Q2388338) (← links)
• LAN theorem for non-Gaussian locally stationary processes and its applications (Q2581642) (← links)
• Asymptotic linearity of serial and nonserial multivariate signed rank statistics (Q2581796) (← links)
• Local asymptotic normality for long-memory process with strong mixing noises (Q5077223) (← links)
• Local asymptotic normality for a periodically time varying long memory parameter (Q5081036) (← links)
• Models for circular data from time series spectra (Q5135323) (← links)
• Center-Outward R-Estimation for Semiparametric VARMA Models (Q5885116) (← links)
• LOCAL ASYMPTOTIC NORMALITY OF GENERAL CONDITIONALLY HETEROSKEDASTIC AND SCORE-DRIVEN TIME-SERIES MODELS (Q6078286) (← links)