Pages that link to "Item:Q4434414"
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The following pages link to Testing the Martingale Difference Hypothesis (Q4434414):
Displaying 22 items.
- Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Nonparametric estimation of mean-squared prediction error in nested-error regression models (Q449945) (← links)
- Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
- Small sample properties of alternative tests for martingale difference hypothesis (Q631280) (← links)
- Generalized ARMA models with martingale difference errors (Q888346) (← 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)
- Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
- Adaptive market hypothesis and evolving predictability of bitcoin (Q1787572) (← links)
- Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
- Data-driven smooth tests for the martingale difference hypothesis (Q2445650) (← links)
- Testing the suitability of polynomial models in errors-in-variables problems (Q2473077) (← links)
- Model checks of higher order time series (Q2497798) (← links)
- Constructing smooth tests without estimating the eigenpairs of the limiting process (Q2512599) (← links)
- ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS (Q3551019) (← links)
- TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS (Q4933583) (← links)
- Specification testing with estimated variables (Q5860990) (← links)
- Fourier–type tests involving martingale difference processes (Q5864443) (← links)
- Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes (Q5864457) (← links)
- SYMARFIMA: a dynamical model for conditionally symmetric time series with long range dependence mean structure (Q6101690) (← links)
- Testing the martingale difference hypothesis in high dimension (Q6108287) (← links)
