Pages that link to "Item:Q4979936"
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The following pages link to NONPARAMETRIC NONSTATIONARITY TESTS (Q4979936):
Displayed 8 items.
- Testing for (in)finite moments (Q138542) (← links)
- Forecast dominance testing via sign randomization (Q1627567) (← links)
- Cointegration in high frequency data (Q2044337) (← links)
- Testing for stationarity at high frequency (Q2182131) (← links)
- Sequential testing for structural stability in approximate factor models (Q2186663) (← links)
- A diagnostic criterion for approximate factor structure (Q2330733) (← links)
- Testing for strict stationarity in a random coefficient autoregressive model (Q5861030) (← links)
- Inference in Heavy-Tailed Nonstationary Multivariate Time Series (Q6154015) (← links)