Nonparametric testing for correlation models with dependent data
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Cites work
- scientific article; zbMATH DE number 5604036 (Why is no real title available?)
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- scientific article; zbMATH DE number 635670 (Why is no real title available?)
- A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series
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- Mixing: Properties and examples
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Cited in
(12)- A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations
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- Goodness-of-fit test for a nonlinear time series
- Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations
- Nonparametric Hypothesis Tests for Statistical Dependency
- Detecting Dependencies in Smooth Regression Models
- Comparison of tests for non-correlation.
- A weak invariance principle for cumulated functionals of the regressogram estimator with dependent data
- A locally asymptotically powerful test for nonlinear autoregressive models
- Model diagnostic tests for selecting informative correlation structure in correlated data
- Goodness-of-fit tests for dependent data
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