The following pages link to (Q5434013):
Displaying 19 items.
- Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics (Q391607) (← links)
- A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (Q962298) (← links)
- Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
- Argmax-stable marked empirical processes (Q1017817) (← links)
- The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184) (← links)
- Model checks for nonlinear cointegrating regression (Q1739588) (← links)
- A robust adaptive-to-model enhancement test for parametric single-index models (Q1786902) (← links)
- Weak convergence of marked empirical processes for focused inference on \(\mathrm{AR}(p)\) vs \(\mathrm{AR}(p+1)\) stationary time series (Q1930624) (← links)
- Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics (Q1934483) (← links)
- A goodness-of-fit test for Poisson count processes (Q1951135) (← links)
- Empirical likelihood based testing for regression (Q1951764) (← links)
- An adaptive-to-model test for partially parametric single-index models (Q2361467) (← links)
- Goodness-of-fit tests in semiparametric transformation models using the integrated regression function (Q2401352) (← links)
- Data-driven smooth tests for the martingale difference hypothesis (Q2445650) (← links)
- A Model Specification Test For GARCH(1,1) Processes (Q3460672) (← links)
- Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations (Q5881427) (← links)