Pages that link to "Item:Q376708"
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The following pages link to A Cramér-von Mises test for symmetry of the error distribution in asymptotically stationary stochastic models (Q376708):
Displaying 8 items.
- A nonparametric model check for time series when the random vectors are nonstationary and absolutely regular (Q321513) (← links)
- A Monte Carlo evaluation of the performance of two new tests for symmetry (Q1695416) (← links)
- Testing for serial independence in vector autoregressive models (Q1757250) (← links)
- Fourier inference for stochastic volatility models with heavy-tailed innovations (Q1785815) (← links)
- Asymptotic behavior of nonparametric estimators of the two-dimensional and bivariate renewal functions (Q2330964) (← links)
- Testing nonstationary and absolutely regular nonlinear time series models (Q2330966) (← links)
- Testing symmetry based on empirical likelihood (Q5036342) (← links)
- On a new goodness-of-fit test for the Rayleigh distribution based on a conditional expectation characterization (Q5093708) (← links)
