SPECIFICATION TESTS FOR LATTICE PROCESSES (Q5247355): Difference between revisions

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+On the central limit theorem for stationary mixing random fields
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+Maximum likelihood estimation of models for residual covariance in spatial regression
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+Q5560061
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+NONCAUSAL VECTOR AUTOREGRESSION
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+Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
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+Central limit theorems and uniform laws of large numbers for arrays of random fields
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+Consistent Testing for Serial Correlation of Unknown Form
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+Bootstrap specification tests for linear covariance stationary processes
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+Goodness of fit for lattice processes
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+The asymptotic theory of linear time-series models
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+Parameter estimation for a stationary process on a <i>d</i>-dimensional lattice
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+A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS
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+Asymptotic comparison of Cramér-von Mises and nonparametric function estimation techniques for testing goodness-of-fit
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+ON STATIONARY PROCESSES IN THE PLANE
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+BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL
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+Nonparametric model checks for regression
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+Distribution free goodness-of-fit tests for linear processes
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+Modeling of two-dimensional random fields by parametric cepstrum
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+The jackknife and bootstrap
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+Asymptotic properties of tests based on linear combinations of the orthogonal components of the Cramer-von Mises statistic
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+An \(L_2\)-test for comparing spatial spectral densities
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+Statistical inference on regression with spatial dependence
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+Inference on power law spatial trends
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+Bootstrap‐assisted Goodness‐of‐fit Tests in the Frequency Domain
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+The Stochastic Difference Between Econometric Statistics
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+Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models
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