Pages that link to "Item:Q5456562"
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The following pages link to Generalised likelihood ratio tests for spectral density (Q5456562):
Displaying 25 items.
- Comparing several parametric and nonparametric approaches to time series clustering: a simulation study (Q286626) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- A loss function approach to model specification testing and its relative efficiency (Q366964) (← links)
- Statistical testing of covariate effects in conditional copula models (Q391831) (← links)
- Inference on coefficient function for varying-coefficient partially linear model (Q394394) (← links)
- A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
- Feature matching in time series modeling (Q635410) (← links)
- Tests for nonparametric parts on partially linear single index models (Q885563) (← links)
- Simultaneous confidence band and hypothesis test in generalised varying-coefficient models (Q972894) (← links)
- Nonparametric spectral analysis with applications to seizure characterization using EEG time series (Q999670) (← links)
- Generalized likelihood ratio test for varying-coefficient models with different smoothing variables (Q1020117) (← links)
- Statistical inference on parametric part for partially linear single-index model (Q1047848) (← links)
- A frequency domain test for detecting nonstationary time series (Q1623488) (← links)
- Temporal clustering of time series via threshold autoregressive models: application to commodity prices (Q1703537) (← links)
- Testing for the parametric parts in a single-index varying-coefficient model (Q1934455) (← links)
- Model assessment for time series dynamics using copula spectral densities: a graphical tool (Q2001092) (← links)
- Goodness-of-fit tests for the spatial spectral density (Q2001998) (← links)
- Statistical inference for the index parameter in single-index models (Q2267599) (← links)
- Inference on varying-coefficient partially linear regression model (Q2343574) (← links)
- Local Whittle likelihood estimators and tests for non-Gaussian stationary processes (Q2431000) (← links)
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder) (Q2477585) (← links)
- Semiparametric inference on partially linear single-index model (Q2816858) (← links)
- Inference for Nonparametric Parts in Single-Index Varying-Coefficient Model (Q3168528) (← links)
- A Note on Whittle's Likelihood (Q3424293) (← links)
- Inferences on Nonparametric Component for Partially Linear Models (Q3436001) (← links)