Pages that link to "Item:Q1002573"

The following pages link to Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (Q1002573):

Displaying 18 items.

• Blockwise bootstrap of the estimated empirical process based on \(\psi \)-weakly dependent observations (Q265671) (← links)
• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• Simultaneous bootstrap for all three parameters in random coefficient autoregressive models (Q397236) (← links)
• Characteristic function-based hypothesis tests under weak dependence (Q414551) (← links)
• Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency (Q418236) (← links)
• Penalized least squares estimation with weakly dependent data (Q525888) (← links)
• The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348) (← links)
• Bootstrap methods for dependent data: a review (Q743759) (← links)
• An exponential inequality under weak dependence (Q850748) (← links)
• Probability and moment inequalities for sums of weakly dependent random variables, with applications (Q886114) (← links)
• Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (Q1002573) (← links)
• Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics (Q1934483) (← links)
• A goodness-of-fit test for Poisson count processes (Q1951135) (← links)
• Density estimation for spatial-temporal models (Q2392918) (← links)
• Dependent Lindeberg central limit theorem and some applications (Q5190280) (← links)
• BOOTSTRAP FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS (Q5408112) (← links)
• Bootstrap specification tests for dynamic conditional distribution models (Q6108286) (← links)
• White noise testing for functional time series (Q6158229) (← links)