Pages that link to "Item:Q5951991"
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The following pages link to Nonlinear time series contiguous to \(AR(1)\) processes and a related efficient test for linearity (Q5951991):
Displaying 5 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)
- Asymptotically optimal tests for non-linear autoregressive model with \(\beta \)-ARCH errors (Q2244596) (← links)
- Local asymptotic normality for long-memory process with strong mixing noises (Q5077223) (← links)
- A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection (Q6155083) (← links)
