Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
From MaRDI portal
Publication:4265792
Recommendations
- Central limit theorems for generalizedU-statistics with applications in nonparametric specification
- On the central limit theorem for \(U\)-statistics under absolute regularity
- Almost sure central limit theorems for functionals of absolutely regular processes with application to \(U\)-statistics
- scientific article; zbMATH DE number 3928085
Cites work
- scientific article; zbMATH DE number 47948 (Why is no real title available?)
- A Class of Statistics with Asymptotically Normal Distribution
- A central limit theorem for generalized quadratic forms
- A consistent nonparametric test for linearity of \(\text{AR} (p)\) models
- A consistent test of functional form via nonparametric estimation techniques
- Asymptotic Theory of Integrated Conditional Moment Tests
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- Consistent model specification tests
- Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- Limiting Behavior of Generalized U-Statistics of Weakly Dependent Stationary Processes
- Limiting behavior of U-statistics for stationary, absolutely regular processes
- Nonparametric tests of linearity for time series
- On Limit Theorems for the Distributions of Generalized von Mises Functionals
- On the Asymptotic Distribution of the Generalized U-Statistics for Dependent Variables
- Semiparametric Estimation of Index Coefficients
- Tests of Additive Derivative Constraints
Cited in
(77)- Central limit theorems for generalizedU-statistics with applications in nonparametric specification
- Degenerate U- and V-statistics under weak dependence: asymptotic theory and bootstrap consistency
- Central limit theorem of the smoothed empirical distribution functions for asymptotically stationary absolutely regular stochastic processes
- Semiparametric autoregressive conditional duration model: theory and practice
- A note on variable selection in nonparametric regression with dependent data
- Jumps beyond the realms of cricket: India's performance in one day internationals and stock market movements
- Testing conditional independence in casual inference for time series data
- Unified specification tests in partially linear time series models
- A nonparametric test for changing trends
- Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models
- Nonparametric regression with weakly dependent data: the discrete and continuous regressor case
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
- Nonparametric tests of moment condition stability
- A consistent bootstrap test for conditional density functions with time-series data
- Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
- Functional coefficient regression models with time trend
- Some comments on specification tests in nonparametric absolutely regular processes
- Testing the Markov property with high frequency data
- Modeling and testing smooth structural changes with endogenous regressors
- Asymptotics for statistical functionals of long-memory sequences
- Fiscal policy and asset markets: a semiparametric analysis
- Specification testing for ordinary differential equation models with fixed design and applications to COVID-19 epidemic models
- Semiparametric estimation of moment condition models with weakly dependent data
- Testing conditional independence via empirical likelihood
- Specification and structural break tests for additive models with applications to realized variance data
- Almost sure central limit theorems for functionals of absolutely regular processes with application to \(U\)-statistics
- On the central limit theorem for \(U\)-statistics under absolute regularity
- A nonparametric test for equality of distributions with mixed categorical and continuous data
- Tests for changing mean with monotonic power
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method
- ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS
- A consistent nonparametric test for causality in quantile
- Degenerate U- and V-statistics under ergodicity: asymptotics, bootstrap and applications in statistics
- The LLN and CLT for U-statistics under cross-sectional dependence
- Nonparametric tests for conditional independence using conditional distributions
- Central limit theorem for quadratic errors of Nadaraya-Watson regression estimator under dependence
- Spurious functional-coefficient regression models and robust inference with marginal integration
- Testing for structural change in time-varying nonparametric regression models
- Moment inequalities for spatial processes
- Nonlinear Predictability of Stock Returns? Parametric Versus Nonparametric Inference in Predictive Regressions
- Nonparametric Specification Testing of Conditional Asset Pricing Models
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models∗
- Parameter estimated standardized U-statistics
- Nonparametric regression with multiple thresholds: estimation and inference
- Testing instability in a predictive regression model with nonstationary regressors
- Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
- Characteristic function based testing for conditional independence: a nonparametric regression approach
- Model specification test with correlated but not cointegrated variables
- Stochastic equilibrium: Learning by exponential smoothing
- Financial crashes as endogenous jumps: estimation, testing and forecasting
- A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS
- Testing for the presence of jump components in jump diffusion models
- Goodness-of-fit tests for multiplicative models with dependent data
- A nonparametric specification test for the volatility functions of diffusion processes
- A nonparametric test of significant variables in gradients
- A consistent test for multivariate conditional distributions
- Nonparametric estimation and inference for conditional density based Granger causality measures
- A generalized likelihood ratio test for constancy in varying coefficient models with endogenous regressors
- The central limit theorem for degenerate variable U-statistics under dependence
- Nonparametric specification tests for stochastic volatility models based on volatility density
- Inference for trend functions in partially linear models
- An asymptotic characterization of finite degree U-statistics with sample size-dependent kernels: applications to nonparametric estimators and test statistics
- Nonparametric specification test for volatility function in diffusion model and its applications under microstructure noise
- Bootstrap non-parametric significance test
- Measuring the discrepancy of a parametric model via local polynomial smoothing
- Model check by kernel methods under weak moment conditions.
- Testing and imposing Slutsky symmetry in nonparametric demand systems
- A simple bootstrap test for time series regression models
- Nonparametric entropy-based tests of independence between stochastic processes
- Testing the parametric specification of the diffusion function in a diffusion process
- Semiparametric estimation and testing of smooth coefficient spatial autoregressive models
- Nonparametric specification for non-stationary time series regression
- Semiparametric methods in nonlinear time series analysis: a selective review
- International market links and volatility transmission
- Local GMM estimation of time series models with conditional moment restrictions
- Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
This page was built for publication: Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4265792)
