Pages that link to "Item:Q2852597"
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The following pages link to A note on non-parametric testing for Gaussian innovations in AR-ARCH models (Q2852597):
Displayed 4 items.
- Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band (Q2249844) (← links)
- Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models (Q2348448) (← links)
- Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach (Q2868867) (← links)
- Estimating the Error Distribution in a Single-Index Model (Q4609019) (← links)