Pages that link to "Item:Q2445650"
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The following pages link to Data-driven smooth tests for the martingale difference hypothesis (Q2445650):
Displaying 7 items.
- Nonparametric tests for stochastic ordering (Q1946885) (← links)
- A goodness-of-fit test for Poisson count processes (Q1951135) (← links)
- Constructing smooth tests without estimating the eigenpairs of the limiting process (Q2512599) (← links)
- An automatic portmanteau test for serial correlation (Q2628840) (← links)
- LACK-OF-FIT TESTING OF THE CONDITIONAL MEAN FUNCTION IN A CLASS OF MARKOV MULTIPLICATIVE ERROR MODELS (Q5397672) (← links)
- Fourier–type tests involving martingale difference processes (Q5864443) (← links)
- Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations (Q5881427) (← links)