Weak convergence of the sequential empirical processes of residuals in nonstationary autoregressive models
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Cites work
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 3256930 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3403545 (Why is no real title available?)
- A weak convergence result useful in robust autoregression
- Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
- Estimation of the Distribution of Noise in an Autoregression Scheme
- Estimation of the distribution function of noise in stationary processes
- Limiting distributions of least squares estimates of unstable autoregressive processes
- ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS
- Weak convergence of the residual empirical process in explosive autoregression
- Weak convergence of the sequential empirical processes of residuals in ARMA models
Cited in
(22)- Testing hypotheses on the ``drift of parameters in ARMA and ARCH models
- Diagnostic test for unstable autoregressive models
- Weak convergence of the sequential empirical processes of residuals in ARMA models
- Regression quantiles for unstable autoregressive models
- The Bickel--Rosenblatt test for diffusion processes
- Covariance changes detection in multivariate time series
- Testing for changes in the error distribution in functional linear models
- Hill's estimator for the tail index of an ARMA model
- Change-point tests for the error distribution in nonparametric regression
- Weak convergence of the sequential empirical processes of residuals in TAR models
- On residual empirical processes of GARCH-SM models: application to conditional symmetry tests
- Sequential empirical process in autoregressive models with measurement errors
- Testing the hypothesis on the ``drift of parameters in the moving average model
- On the cusum of squares test for variance change in nonstationary and nonparametric time series models
- Residual empirical processes for long and short memory time series
- The empirical process of autoregressive residuals
- Testing for a change of the innovation distribution in nonparametric autoregression: the sequential empirical process approach
- Testing stochastic dominance with many conditioning variables
- Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models
- Fitting an error distribution in some heteroscedastic time series models
- scientific article; zbMATH DE number 1069531 (Why is no real title available?)
- Factor and Idiosyncratic Empirical Processes
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