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

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+Weak convergence of non-stationary multivariate marked processes with applications to martingale testing
+Normal rank
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+Q5624436
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+Normal rank
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+Martingale transforms goodness-of-fit tests in regression models.
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+Weighted empirical processes in dynamic nonlinear models.
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+Nonparametric model checks for time series
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+Weak convergence of some classes of martingales with jumps.
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+Q4940647
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+Normal rank
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+A central limit theorem under metric entropy with \(L_ 2\) bracketing
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+Asymptotic theory of statistical inference for time series
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+Weak convergence and empirical processes. With applications to statistics
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