Pages that link to "Item:Q1934126"
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The following pages link to Robust M tests using kernel-based estimators with bandwidth equal to sample size (Q1934126):
Displayed 3 items.
- Robust adaptive rate-optimal testing for the white noise hypothesis (Q2442454) (← links)
- Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix (Q2451794) (← links)
- The Portmanteau Tests and the LM Test for ARMA Models with Uncorrelated Errors (Q4976480) (← links)