Pages that link to "Item:Q1807172"
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The following pages link to Nonparametric model checks for time series (Q1807172):
Displaying 50 items.
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS (Q91783) (← links)
- Permutation test for heterogeneous treatment effects with a nuisance parameter (Q95381) (← links)
- Distribution-free tests of conditional moment inequalities (Q254929) (← links)
- Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
- Testing multivariate distributions in GARCH models (Q291099) (← links)
- Distribution-free specification tests of conditional models (Q291101) (← links)
- Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
- Specification testing for regression models with dependent data (Q291110) (← links)
- Large shocks vs. small shocks. (Or does size matter? May be so.) (Q291855) (← links)
- Testing for multivariate volatility functions using minimum volume sets and inverse regression (Q299269) (← links)
- A nonparametric model check for time series when the random vectors are nonstationary and absolutely regular (Q321513) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Asymptotic results for hybrids of empirical and partial sums processes (Q465638) (← links)
- Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
- Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
- Fitting a two phase threshold multiplicative error model (Q515143) (← links)
- A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations (Q537479) (← links)
- Checking nonlinear heteroscedastic time series models (Q556432) (← links)
- Goodness of fit test for ergodic diffusions by tick time sample scheme (Q625318) (← links)
- Diagnostic checking for conditional heteroscedasticity models (Q625886) (← links)
- Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
- Testing for a linear MA model against threshold MA models (Q817980) (← links)
- Distribution free goodness-of-fit tests for linear processes (Q817984) (← links)
- Goodness of fit test for ergodic diffusion processes (Q904055) (← links)
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (Q962298) (← links)
- Weak convergence of non-stationary multivariate marked processes with applications to martingale testing (Q996976) (← links)
- Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (Q1002573) (← links)
- Local power of a Cramér-von Mises type test for parametric autoregressive models of order one (Q1004758) (← links)
- Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
- Argmax-stable marked empirical processes (Q1017817) (← links)
- Regression model fitting with long memory errors (Q1299429) (← links)
- Une méthode semi-paramétrique pour tester un modèle de régression. (A semi-parametric method to test a regression model) (Q1408195) (← links)
- Goodness of fit test for discrete random variables (Q1615174) (← links)
- Asymptotic distribution-free tests for semiparametric regressions with dependent data (Q1650074) (← links)
- A neural network method for nonlinear time series analysis (Q1726175) (← links)
- Empirical process of the squared residuals of an ARCH sequence (Q1848867) (← links)
- Significance testing in nonparametric regression based on the bootstrap. (Q1848914) (← links)
- Martingale transforms goodness-of-fit tests in regression models. (Q1879928) (← links)
- Some problems in nonparametric inference for the stress release process related to the local time (Q1926010) (← links)
- Weak convergence of marked empirical processes for focused inference on \(\mathrm{AR}(p)\) vs \(\mathrm{AR}(p+1)\) stationary time series (Q1930624) (← links)
- Goodness-of-fit test for interest rate models: an approach based on empirical processes (Q1942884) (← links)
- A goodness-of-fit test for Poisson count processes (Q1951135) (← links)
- Empirical likelihood ratio tests for multivariate regression models (Q1956533) (← links)
- Consistent nonparametric change point detection combining CUSUM and marked empirical processes (Q2188476) (← links)
- Weak convergence of marked empirical processes in a Hilbert space and its applications (Q2209836) (← links)
- Lack-of-fit of a parametric measurement error AR(1) model (Q2216949) (← links)
- A minimum distance lack-of-fit test in a Markovian multiplicative error model (Q2241533) (← links)
- A goodness-of-fit test for copulas based on martingale transformation (Q2295802) (← links)
- Fitting a \(p\)th order parametric generalized linear autoregressive multiplicative error model (Q2297945) (← links)
- Testing nonstationary and absolutely regular nonlinear time series models (Q2330966) (← links)
