Pages that link to "Item:Q1017896"

The following pages link to Estimating the innovation distribution in nonparametric autoregression (Q1017896):

Displaying 10 items.

• Estimating the error distribution function in semiparametric additive regression models (Q645626) (← links)
• Lack of fit test for long memory regression models (Q779683) (← links)
• Distribution-free testing in linear and parametric regression (Q825054) (← links)
• Asymptotics of estimators for nonparametric multivariate regression models with long memory (Q2181556) (← links)
• Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models (Q2348448) (← links)
• Empirical process of residuals for regression models with long memory errors (Q2452780) (← links)
• A note on non-parametric testing for Gaussian innovations in AR-ARCH models (Q2852597) (← links)
• Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach (Q2868867) (← links)
• Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity (Q2954305) (← links)
• Specification testing in nonparametric AR‐ARCH models (Q4629272) (← links)