BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL (Q3100982): Difference between revisions

@@ Property / cites work @@
+Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series
+Normal rank
@@ Property / cites work @@
+Efficient Tests of Nonstationary Hypotheses
@@ Property / cites work: Efficient Tests of Nonstationary Hypotheses / rank @@
+Normal rank
@@ Property / cites work @@
+Gaussian semiparametric estimation of long range dependence
+Normal rank
@@ Property / cites work @@
+Log-periodogram regression of time series with long range dependence
+Normal rank
@@ Property / cites work @@
+Goodness of fit for lattice processes
@@ Property / cites work: Goodness of fit for lattice processes / rank @@
+Normal rank
@@ Property / cites work @@
+An alternative bootstrap to moving blocks for time series regression models
+Normal rank
@@ Property / cites work @@
+The bootstrap and Edgeworth expansion
@@ Property / cites work: The bootstrap and Edgeworth expansion / rank @@
+Normal rank
@@ Property / cites work @@
+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
+Normal rank
@@ Property / cites work @@
+On a measure of lack of fit in time series models
@@ Property / cites work: On a measure of lack of fit in time series models / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric model checks for time series
@@ Property / cites work: Nonparametric model checks for time series / rank @@
+Normal rank
@@ Property / cites work @@
+Inference on the Quantile Regression Process
@@ Property / cites work: Inference on the Quantile Regression Process / rank @@
+Normal rank
@@ Property / cites work @@
+Martingale Approach in the Theory of Goodness-of-Fit Tests
+Normal rank
@@ Property / cites work @@
+Fractional differencing
@@ Property / cites work: Fractional differencing / rank @@
+Normal rank
@@ Property / cites work @@
+Consistent Testing for Serial Correlation of Unknown Form
+Normal rank
@@ Property / cites work @@
+Bootstrap specification tests for linear covariance stationary processes
+Normal rank
@@ Property / cites work @@
+Long memory relationships and the aggregation of dynamic models
+Normal rank
@@ Property / cites work @@
+Distribution free goodness-of-fit tests for linear processes
+Normal rank
@@ Property / cites work @@
+Expansions for von Mises functionals
@@ Property / cites work: Expansions for von Mises functionals / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrap‐assisted Goodness‐of‐fit Tests in the Frequency Domain
+Normal rank
@@ Property / cites work @@
+Asymptotic expansions for bivariate von Mises functionals
+Normal rank
@@ Property / cites work @@
+Bootstrapping general empirical measures
@@ Property / cites work: Bootstrapping general empirical measures / rank @@
+Normal rank
@@ Property / cites work @@
+An exponential model for the spectrum of a scalar time series
+Normal rank
@@ Property / cites work @@
+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
+Normal rank
@@ Property / cites work @@
+Distribution-free specification tests of conditional models
+Normal rank
@@ Property / cites work @@
+Goodness of fit tests for spectral distributions
@@ Property / cites work: Goodness of fit tests for spectral distributions / rank @@
+Normal rank