Pages that link to "Item:Q5864443"

The following pages link to Fourier–type tests involving martingale difference processes (Q5864443):

Displaying 10 items.

• Fourier methods for analyzing piecewise constant volatilities (Q1622108) (← links)
• Testing the adequacy of semiparametric transformation models (Q1708362) (← links)
• Testing for serial independence in vector autoregressive models (Q1757250) (← links)
• A novel change-point approach for the detection of gas emission sources using remotely contained concentration data (Q2044250) (← links)
• Tests for heteroskedasticity in transformation models (Q2165831) (← links)
• Change-point methods for multivariate time-series: paired vectorial observations (Q2208372) (← links)
• Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796) (← links)
• Specification tests in semiparametric transformation models --- a multiplier bootstrap approach (Q2305305) (← links)
• Change Point Detection with Multivariate Observations Based on Characteristic Functions (Q4609022) (← links)
• Specification testing in nonparametric AR‐ARCH models (Q4629272) (← links)