Pages that link to "Item:Q1179289"
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The following pages link to Estimation of the distribution function of noise in stationary processes (Q1179289):
Displayed 15 items.
- Weak convergence of the sequential empirical processes of residuals in TAR models (Q476641) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process (Q1336526) (← links)
- Estimating linear functionals of the error distribution in nonparametric regression (Q1417795) (← links)
- Weak convergence of the sequential empirical processes of residuals in nonstationary autoregressive models (Q1807086) (← links)
- Estimating invariant laws of linear processes by \(U\)-statistics. (Q1879946) (← links)
- Empirical process of residuals for high-dimensional linear models (Q1922408) (← links)
- Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models (Q2073226) (← links)
- Prediction in moving average processes (Q2475751) (← links)
- Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach (Q2868867) (← links)
- On residual empirical processes of GARCH-SM models: application to conditional symmetry tests (Q3552849) (← links)
- BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS (Q4696582) (← links)
- A Quantile‐based Test for Symmetry of Weakly Dependent Processes (Q5256821) (← links)
- Portmanteau tests for linearity of stationary time series (Q5860904) (← links)
- Extended Glivenko–Cantelli theorem and <i>L</i><sub>1</sub> strong consistency of innovation density estimator for time-varying semiparametric ARCH model (Q6104904) (← links)