Pages that link to "Item:Q4665430"
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The following pages link to Non-Parametric Testing of Conditional Variance Functions in Time Series (Q4665430):
Displaying 6 items.
- Testing for multivariate volatility functions using minimum volume sets and inverse regression (Q299269) (← links)
- 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)
- Edgeworth expansions for functions of weighted empirical distributions with applications to nonparametric confidence intervals (Q3548446) (← links)
- On residual empirical processes of GARCH-SM models: application to conditional symmetry tests (Q3552849) (← links)
- Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations (Q5881427) (← links)