Pages that link to "Item:Q4672184"
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The following pages link to An Empirical Likelihood Goodness-of-Fit Test for Time Series (Q4672184):
Displayed 45 items.
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS (Q91783) (← links)
- An adaptive empirical likelihood test for parametric time series regression models (Q289191) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- A simple bootstrap method for constructing nonparametric confidence bands for functions (Q385770) (← links)
- A review of empirical likelihood methods for time series (Q466523) (← links)
- Empirical likelihood inference for logistic equation with random perturbation (Q488925) (← links)
- Local GMM estimation of time series models with conditional moment restrictions (Q528061) (← links)
- A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression (Q605879) (← links)
- A review on empirical likelihood methods for regression (Q619114) (← links)
- Rejoinder on: A review on empirical likelihood methods for regression (Q619116) (← links)
- Structural test in regression on functional variables (Q631609) (← links)
- Uniform in bandwidth exact rates for a class of kernel estimators (Q652606) (← links)
- Goodness-of-fit testing for varying-coefficient models (Q745440) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
- Goodness-of-fit tests in parametric regression based on the estimation of the error distribution (Q1019116) (← links)
- Sieve empirical likelihood ratio tests for nonparametric functions (Q1766120) (← links)
- Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes (Q1793812) (← links)
- Statistical inference for generalized random coefficient autoregressive model (Q1931089) (← links)
- Parameter estimation and model testing for Markov processes via conditional characteristic functions (Q1940757) (← links)
- Empirical likelihood based testing for regression (Q1951764) (← links)
- An empirical likelihood check with varying coefficient fixed effect model with panel data (Q2126031) (← links)
- Generalized Cauchy model of sea level fluctuations with long-range dependence (Q2147756) (← links)
- Tests for the linear hypothesis in semi-functional partial linear regression models (Q2422114) (← links)
- Testing conditional independence via empirical likelihood (Q2451799) (← links)
- The empirical likelihood goodness-of-fit test for regression models (Q2454656) (← links)
- A score type test for general autoregressive models in time series (Q2468790) (← links)
- A test for model specification of diffusion processes (Q2477057) (← links)
- Central limit theorem for asymmetric kernel functionals (Q2501350) (← links)
- Coefficient constancy test in generalized random coefficient autoregressive model (Q2511701) (← links)
- The Empirical Likelihood Goodness-of-Fit Test for a Regression Model with Randomly Censored Data (Q3083792) (← links)
- The Empirical Likelihood for First-Order Random Coefficient Integer-Valued Autoregressive Processes (Q3083798) (← links)
- Empirical Likelihood for an Autoregressive Model with Explanatory Variables (Q3083804) (← links)
- Empirical Likelihood-based Inference for Stationary-ergodicity of the Generalized Random Coefficient Autoregressive Model (Q3462386) (← links)
- Conditional heteroscedasticity test for Poisson autoregressive model (Q4975153) (← links)
- Empirical likelihood for moving average models (Q5078576) (← links)
- SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION (Q5199498) (← links)
- An Empirical-Likelihood-Based Multivariate EWMA Control Scheme (Q5299086) (← links)
- Empirical Likelihood for Nonparametric Components in Additive Partially Linear Models (Q5299932) (← links)
- A comparison of alternative techniques for selecting an optimum ARCH model (Q5457923) (← links)
- Empirical likelihood tests for two-sample problems via nonparametric density estimation (Q5476451) (← links)
- Multivariate autoregressive extreme value process and its application for modeling the time series properties of the extreme daily asset prices (Q5739165) (← links)
- Comments on: A review on empirical likelihood methods for regression (Q5966109) (← links)
- Unified Tests for Nonparametric Functions in RKHS With Kernel Selection and Regularization (Q6086171) (← links)
- Bootstrap specification tests for dynamic conditional distribution models (Q6108286) (← links)