The Bickel--Rosenblatt test for diffusion processes (Q2497811): Difference between revisions

@@ Property / cites work @@
+Q2716350
@@ Property / cites work: Q2716350 / rank @@
+Normal rank
@@ Property / cites work @@
+On some global measures of the deviations of density function estimates
+Normal rank
@@ Property / cites work @@
+Estimation of the Distribution of Noise in an Autoregression Scheme
+Normal rank
@@ Property / cites work @@
+On empirical processes in heteroscedastic time series and their use for hypothesis testing and estimation
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence of the sample distribution function when parameters are estimated
+Normal rank
@@ Property / cites work @@
+Approximate discrete-time schemes for statistics of diffusion processes
+Normal rank
@@ Property / cites work @@
+The power and optimal kernel of the Bickel-Rosenblatt test for goodness of fit
+Normal rank
@@ Property / cites work @@
+Convergence of Jump-Diffusion Modelsto the Black–Scholes Model
+Normal rank
@@ Property / cites work @@
+Q4039796
@@ Property / cites work: Q4039796 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of an Ergodic Diffusion from Discrete Observations
+Normal rank
@@ Property / cites work @@
+Weighted empirical processes in dynamic nonlinear models.
+Normal rank
@@ Property / cites work @@
+Q3645225
@@ Property / cites work: Q3645225 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2724863
@@ Property / cites work: Q2724863 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Bickel-Rosenblatt test for first-order autoregressive models
+Normal rank
@@ Property / cites work @@
+Q4660424
@@ Property / cites work: Q4660424 / rank @@
+Normal rank
@@ Property / cites work @@
+On residual empirical processes of stochastic regression models with applications to time series
+Normal rank
@@ Property / cites work @@
+The Cusum Test for Parameter Change in Time Series Models
+Normal rank
@@ Property / cites work @@
+The Cusum Test for Parameter Change in Regression Models with ARCH Errors
+Normal rank
@@ Property / cites work @@
+Weak convergence of the sequential empirical processes of residuals in nonstationary autoregressive models
+Normal rank
@@ Property / cites work @@
+Q4522393
@@ Property / cites work: Q4522393 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4947392
@@ Property / cites work: Q4947392 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4220653
@@ Property / cites work: Q4220653 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3395931
@@ Property / cites work: Q3395931 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence and empirical processes. With applications to statistics
+Normal rank
@@ Property / cites work @@
+Estimation for diffusion processes from discrete observation
+Normal rank