Pages that link to "Item:Q4949155"
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The following pages link to Nonparametric testing for correlation models with dependent data (Q4949155):
Displaying 4 items.
- 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)
- Goodness-of-fit test for a nonlinear time series (Q3077669) (← links)
- Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations (Q5881427) (← links)
