Pages that link to "Item:Q1612967"
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The following pages link to On the Bickel-Rosenblatt test for first-order autoregressive models (Q1612967):
Displayed 32 items.
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- A goodness-of-fit test for GARCH innovation density (Q434239) (← links)
- Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models (Q438679) (← links)
- The Bickel-Rosenblatt test for continuous time stochastic volatility models (Q464450) (← links)
- Global property of error density estimation in nonlinear autoregressive time series models (Q625315) (← links)
- A divergence test for autoregressive time series models (Q634835) (← links)
- Revisiting the estimation of the error density in functional autoregressive models (Q892893) (← links)
- New goodness-of-fit tests for the error distribution of autoregressive time-series models (Q951930) (← links)
- Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. (Q1423022) (← links)
- Glivenko-Cantelli theorem for the kernel error distribution estimator in the first-order autoregressive model (Q1642436) (← links)
- Maximum entropy test for GARCH models (Q1731233) (← links)
- Goodness-of-fit testing of error distribution in linear measurement error models (Q1800808) (← links)
- On the cusum of squares test for variance change in nonstationary and nonparametric time series models (Q1881411) (← links)
- Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band (Q2249844) (← links)
- The LIL for the Bickel-Rosenblatt test statistic (Q2370464) (← links)
- Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE (Q2430997) (← links)
- A goodness-of-fit test of the errors in nonlinear autoregressive time series models (Q2475421) (← links)
- The Bickel--Rosenblatt test for diffusion processes (Q2497811) (← links)
- Goodness-of-fit test using residuals in infinite-order autoregressive models (Q2510704) (← links)
- A note on the Bickel\,-\,Rosenblatt test in autoregressive time series (Q2567180) (← links)
- Asymptotic normality of residual density estimator in stationary and explosive autoregressive models (Q2674491) (← links)
- An analog of Bickel-Rosenblatt test for fitting an error density in the two phase linear regression model (Q2682346) (← links)
- Maximum Entropy Test for Autoregressive Models (Q2950561) (← links)
- Omnibus goodness of fit test based on quadratic distance (Q3390339) (← links)
- TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS (Q3409062) (← links)
- Goodness‐of‐fit tests of normality for the innovations in ARMA models (Q4677019) (← links)
- Law of the iterated logarithm for error density estimators in nonlinear autoregressive models (Q5077358) (← links)
- Empirical likelihood inference for error density estimators in first-order autoregression models (Q5160179) (← links)
- Asymptotics of the<i>L</i><sub><i>p</i></sub>-Norms of Density Estimators in the Nonlinear Autoregressive Models (Q5177587) (← links)
- On the Bickel–Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes (Q5228346) (← links)
- Asymptotic of the<i>L</i><sub><i>r</i></sub>-norm of density estimators in the autoregressive time series (Q5402589) (← links)
- Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. (Q5967098) (← links)