Checking nonlinear heteroscedastic time series models (Q556432): Difference between revisions

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+A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series
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+Optimal rank-based tests against first-order superdiagonal bilinear dependence
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+Q4869741
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+Rank-based tests for autoregressive against bilinear serial dependence
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+Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence
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+Bispectral-Based Tests for the Detection of Gaussianity and Linearity in Time Series
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+A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series
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+Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
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+Comparing nonparametric versus parametric regression fits
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+Q5543905
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+Q3911791
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+Q4215562
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+Nonparametric tests of linearity for time series
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+Linearity testing using local polynomial approximation
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+An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
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+Nonparametric model checks for time series
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+Asymptotic methods in statistical decision theory
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+Consistent model specification tests for time series econometric models
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+Identification of nonlinear time series from first order cumulative characteristics
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+A nonparametric goodness-of-fit test for a class of parametric autoregressive models
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+Weak convergence of some marked empirical processes: Application to testing heteroscedasticity
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+Asymptotic theory of statistical inference for time series
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+Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags
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+Estimation in nonlinear time series models
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+Non-linear time series and Markov chains
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+Measures of Dependence and Tests of Independence
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+Q3999154
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