Pages that link to "Item:Q1004758"

The following pages link to Local power of a Cramér-von Mises type test for parametric autoregressive models of order one (Q1004758):

Displaying 8 items.

• A nonparametric model check for time series when the random vectors are nonstationary and absolutely regular (Q321513) (← links)
• A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations (Q537479) (← links)
• A locally asymptotically powerful test for nonlinear autoregressive models (Q931815) (← links)
• Weak convergence of marked empirical processes for focused inference on \(\mathrm{AR}(p)\) vs \(\mathrm{AR}(p+1)\) stationary time series (Q1930624) (← links)
• Testing nonstationary and absolutely regular nonlinear time series models (Q2330966) (← links)
• The marked empirical process to test a general AR-ARCH against an other general AR-ARCH when the random vectors are nonstationary and absolutely regular (Q2427232) (← links)
• The marked empirical process to test nonlinear time series against a large class of alternatives when the random vectors are nonstationary and absolutely regular (Q2892897) (← links)
• A functional conditional symmetry test for a GARCH-SM model: Power asymptotic properties (Q4918192) (← links)