Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(54)

Multifrequency-Band Tests for White Noise Under Heteroscedasticity
Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models
On consistent testing for serial correlation in seasonal time series models
Power Transformations to Induce Normality and their Applications
Multi-scale tests for serial correlation
On consistent testing for serial correlation of unknown form in vector time series models.
Goodness-of-fit testing for time series models via distance covariance
On nonparametric and semiparametric testing for multivariate linear time series
Generalized spectral tests for the martingale difference hypothesis
Spectral estimation of Hawkes processes from count data
Testing non-parametric hypotheses for stationary processes by estimating minimal distances
An updated review of goodness-of-fit tests for regression models
TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS
On bootstrapping \(L_2\)-type statistics in density testing
Goodness-of-fit tests for Markov Switching VAR models using spectral analysis
Goodness of fit for lattice processes
A simple test for white noise in functional time series
Nonparametric specification for non-stationary time series regression
Tests for Harmonic Components in the Spectra of Categorical Time Series
A note on testing hypotheses for stationary processes in the frequency domain
Generalised likelihood ratio tests for spectral density
Testing nonparametric and semiparametric hypotheses in vector stationary processes
ON TESTING FOR SERIAL CORRELATION WITH A WAVELET-BASED SPECTRAL DENSITY ESTIMATOR IN MULTIVARIATE TIME SERIES
Distribution free goodness-of-fit tests for linear processes
Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
Spectra of bivariate \(\mathrm{VAR}(p)\) models
A frequency domain empirical likelihood for short- and long-range dependence
Consistency of the frequency domain bootstrap for differentiable functionals
Local Whittle likelihood estimators and tests for non-Gaussian stationary processes
A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes
An omnibus test for the time series model AR(1).
A Note on a Specification Test for Time Series Models Based on Spectral Density Estimation
Goodness-of-fit tests for continuous-time stationary processes
Testing the Fit of a Vector Autoregressive Moving Average Model
Model assessment for time series dynamics using copula spectral densities: a graphical tool
Goodness-of-fit tests for the spatial spectral density
Testing discrete-valued time series for whiteness
Gauss inequalities on ordered linear spaces
Chi-square type goodness-of-fit tests for stationary Gaussian processes
A local spectral approach for assessing time series model misspecification
Testing equality of spectral densities using randomization techniques
Testing equality of spectral density operators for functional processes
Spectral domain diagnostics for testing model proximity and disparity in time series data
Testing semiparametric hypotheses in locally stationary processes
Nonparametric change point detection in multivariate piecewise stationary time series
A bootstrapped spectral test for adequacy in weak ARMA models
Tests of bias in log-periodogram regression
Local Whittle likelihood estimators and tests for spatial lattice data
scientific article; zbMATH DE number 599043 (Why is no real title available?)
Bootstrap specification tests for linear covariance stationary processes
Density testing in a contaminated sample
Diagnostic checking for the adequacy of nonlinear time series models
Specification tests for lattice processes
On testing for serial correlation of unknown form using wavelet thresholding

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