Pages that link to "Item:Q5283409"

The following pages link to On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space (Q5283409):

Displayed 7 items.

• Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (Q2116337) ‎ (← links)
• Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807) ‎ (← links)
• A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) ‎ (← links)
• A smoothed \(p\)-value test when there is a nuisance parameter under the alternative (Q6076573) ‎ (← links)
• Flexible bivariate INGARCH process with a broad range of contemporaneous correlation (Q6135340) ‎ (← links)
• Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary (Q6150359) ‎ (← links)
• The validity of bootstrap testing for threshold autoregression (Q6190947) ‎ (← links)