Testing the Markov property with high frequency data (Q288343): Difference between revisions

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+Goodness-of-fit tests for kernel regression with an application to option implied volatilities
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+On some global measures of the deviations of density function estimates
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+Q4352611
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+Some comments on specification tests in nonparametric absolutely regular processes
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+Bootstrapping a consistent nonparametric goodness-of-fit test
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+Central limit theorem for degenerate<i>U</i>-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
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+Some higher-order theory for a consistent non-parametric model specification test
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+On goodness-of-fit tests for weakly dependent processes using kernel method
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+Nonparametric specification tests for conditional duration models
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+Nonparametric curve estimation from time series
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+Central limit theorem for integrated square error of multivariate nonparametric density estimators
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+Comparing nonparametric versus parametric regression fits
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+A Non-Parametric Test of Independence
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+Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence
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+Bootstrap Methods for Markov Processes
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Testing for a unit root in time series regression
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+A consistent nonparametric test for serial independence
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+Subsampling
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+Consistent Nonparametric Entropy-Based Testing
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+A quadratic measure of deviation of two-dimensional density estimates and a test of independence
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+Q4356554
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