The following pages link to (Q5434028):
Displayed 5 items.
- An adaptive empirical likelihood test for parametric time series regression models (Q289191) (← links)
- A local factor nonparametric test for trend synchronism in multiple time series (Q739586) (← links)
- Parameter estimation and model testing for Markov processes via conditional characteristic functions (Q1940757) (← links)
- Testing for local covariate trend effects in volatility models (Q2192311) (← links)
- On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap (Q6069070) (← links)