A note on the residual empirical process in autoregressive models (Q1380552): Difference between revisions

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+On ar(1) processes with exponential white noise
@@ Property / cites work: On ar(1) processes with exponential white noise / rank @@
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+NON-NEGATIVE AUTOREGRESSIVE PROCESSES
@@ Property / cites work: NON-NEGATIVE AUTOREGRESSIVE PROCESSES / rank @@
+Normal rank
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+Infrence for non-negative autoregressive schemes
@@ Property / cites work: Infrence for non-negative autoregressive schemes / rank @@
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+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
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+Estimation of the Distribution of Noise in an Autoregression Scheme
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+Weak convergence of the sample distribution function when parameters are estimated
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+sequential estimation of the mean of a linear process
+Normal rank
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+Q4943491
@@ Property / cites work: Q4943491 / rank @@
+Normal rank
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+Asymptotics for linear processes
@@ Property / cites work: Asymptotics for linear processes / rank @@
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+Testing normality in autoregressive models
@@ Property / cites work: Testing normality in autoregressive models / rank @@
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+Testing goodness of fit for the distribution of errors in regression models
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+Q3730889
@@ Property / cites work: Q3730889 / rank @@
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@@ Property / cites work @@
+Q3395931
@@ Property / cites work: Q3395931 / rank @@
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+Fredholm Determinant of a Positive Definite Kernel of a Special Type and Its Application
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0167-7152(96)00100-9
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+W1980887862
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+Normal rank