Pages that link to "Item:Q917203"

The following pages link to Testing the functions defining a nonlinear autoregressive time series (Q917203):

Displaying 10 items.

• Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes (Q1181408) (← links)
• A nonparametric goodness-of-fit test for a class of parametric autoregressive models (Q1299430) (← links)
• A nonparametric test for the regression function: Asymptotic theory (Q1347131) (← links)
• Approximations for hybrids of empirical and partial sums processes (Q1578213) (← links)
• Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors (Q2485976) (← links)
• A weak invariance principle for cumulated functionals of the regressogram estimator with dependent data (Q3432402) (← links)
• Weak convergence of some marked empirical processes: Application to testing heteroscedasticity (Q4805926) (← links)
• Nonparametric testing for correlation models with dependent data (Q4949155) (← links)
• On Complete Convergence for the Hybrid Process (Q5259111) (← links)
• Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations (Q5881427) (← links)