Pages that link to "Item:Q3432402"

The following pages link to A weak invariance principle for cumulated functionals of the regressogram estimator with dependent data (Q3432402):

Displaying 4 items.

• 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)
• Local power of a Cramér-von Mises type test for parametric autoregressive models of order one (Q1004758) (← links)
• Nonparametric testing for correlation models with dependent data (Q4949155) (← links)