Goodness-of-fit test for a nonlinear time series (Q3077669): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Import recommendations run Q6534273
 
(3 intermediate revisions by 3 users not shown)
Property / DOI
 
Property / DOI: 10.1111/j.1467-9892.2009.00633.x / rank
Normal rank
 
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.2009.00633.x / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2155762824 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence of non-stationary multivariate marked processes with applications to martingale testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5624436 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingale transforms goodness-of-fit tests in regression models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weighted empirical processes in dynamic nonlinear models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric model checks for time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence of some classes of martingales with jumps. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4940647 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A central limit theorem under metric entropy with \(L_ 2\) bracketing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic theory of statistical inference for time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence and empirical processes. With applications to statistics / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1111/J.1467-9892.2009.00633.X / rank
 
Normal rank
Property / Recommended article
 
Property / Recommended article: Martingale transforms goodness-of-fit tests in regression models. / rank
 
Normal rank
Property / Recommended article: Martingale transforms goodness-of-fit tests in regression models. / qualifier
 
Similarity Score: 0.7961807
Amount0.7961807
Unit1
Property / Recommended article: Martingale transforms goodness-of-fit tests in regression models. / qualifier
 
Property / Recommended article
 
Property / Recommended article: The marked empirical process to test a general AR-ARCH against an other general AR-ARCH when the random vectors are nonstationary and absolutely regular / rank
 
Normal rank
Property / Recommended article: The marked empirical process to test a general AR-ARCH against an other general AR-ARCH when the random vectors are nonstationary and absolutely regular / qualifier
 
Similarity Score: 0.7957798
Amount0.7957798
Unit1
Property / Recommended article: The marked empirical process to test a general AR-ARCH against an other general AR-ARCH when the random vectors are nonstationary and absolutely regular / qualifier
 
Property / Recommended article
 
Property / Recommended article: Testing nonstationary and absolutely regular nonlinear time series models / rank
 
Normal rank
Property / Recommended article: Testing nonstationary and absolutely regular nonlinear time series models / qualifier
 
Similarity Score: 0.79435056
Amount0.79435056
Unit1
Property / Recommended article: Testing nonstationary and absolutely regular nonlinear time series models / qualifier
 
Property / Recommended article
 
Property / Recommended article: A goodness-of-fit test of the errors in nonlinear autoregressive time series models / rank
 
Normal rank
Property / Recommended article: A goodness-of-fit test of the errors in nonlinear autoregressive time series models / qualifier
 
Similarity Score: 0.7935629
Amount0.7935629
Unit1
Property / Recommended article: A goodness-of-fit test of the errors in nonlinear autoregressive time series models / qualifier
 
Property / Recommended article
 
Property / Recommended article: Q3981237 / rank
 
Normal rank
Property / Recommended article: Q3981237 / qualifier
 
Similarity Score: 0.7848225
Amount0.7848225
Unit1
Property / Recommended article: Q3981237 / qualifier
 
Property / Recommended article
 
Property / Recommended article: Nonparametric testing for correlation models with dependent data / rank
 
Normal rank
Property / Recommended article: Nonparametric testing for correlation models with dependent data / qualifier
 
Similarity Score: 0.7776907
Amount0.7776907
Unit1
Property / Recommended article: Nonparametric testing for correlation models with dependent data / qualifier
 
Property / Recommended article
 
Property / Recommended article: Diagnostic tests for non-causal time series with infinite variance / rank
 
Normal rank
Property / Recommended article: Diagnostic tests for non-causal time series with infinite variance / qualifier
 
Similarity Score: 0.77767205
Amount0.77767205
Unit1
Property / Recommended article: Diagnostic tests for non-causal time series with infinite variance / qualifier
 
Property / Recommended article
 
Property / Recommended article: A NONPARAMETRIC TEST FOR NONLINEARITY BY THE WEIGHTED LEAST SQUARES METHOD / rank
 
Normal rank
Property / Recommended article: A NONPARAMETRIC TEST FOR NONLINEARITY BY THE WEIGHTED LEAST SQUARES METHOD / qualifier
 
Similarity Score: 0.77732146
Amount0.77732146
Unit1
Property / Recommended article: A NONPARAMETRIC TEST FOR NONLINEARITY BY THE WEIGHTED LEAST SQUARES METHOD / qualifier
 

Latest revision as of 19:46, 27 January 2025

scientific article
Language Label Description Also known as
English
Goodness-of-fit test for a nonlinear time series
scientific article

    Statements

    Goodness-of-fit test for a nonlinear time series (English)
    0 references
    0 references
    22 February 2011
    0 references
    innovation martingales
    0 references
    invariance principle
    0 references
    empirical processes
    0 references

    Identifiers