Pages that link to "Item:Q414551"
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The following pages link to Characteristic function-based hypothesis tests under weak dependence (Q414551):
Displaying 9 items.
- Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics (Q391607) (← links)
- Nonparametric probability weighted empirical characteristic function and applications (Q893448) (← links)
- The limit distribution of weighted \(L^2\)-goodness-of-fit statistics under fixed alternatives, with applications (Q1680796) (← links)
- Testing distributional assumptions using a continuum of moments (Q2227064) (← links)
- Validation tests for the innovation distribution in INAR time series models (Q2259784) (← links)
- Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models (Q2821014) (← links)
- A Model Specification Test For GARCH(1,1) Processes (Q3460672) (← links)
- Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes (Q5111781) (← links)
- Fourier–type tests involving martingale difference processes (Q5864443) (← links)
