Specification tests for lattice processes

DOI10.1017/S0266466614000310zbMATH Open1441.62246MaRDI QIDQ5247355FDOQ5247355

Authors: Javier Hidalgo, Myung Hwan Seo 

Publication date: 24 April 2015

Published in: Econometric Theory (Search for Journal in Brave)

Recommendations

• Goodness of fit for lattice processes
• Specification testing for regression models with dependent data
• Model specification testing of time series regressions
• Distribution-free specification tests for dynamic linear models
• Multivariate specification tests based on a dynamic Rosenblatt transform

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Nonparametric statistical resampling methods (62G09) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Central limit theorems and uniform laws of large numbers for arrays of random fields
• Maximum likelihood estimation of models for residual covariance in spatial regression
• Parameter estimation for a stationary process on a d-dimensional lattice
• Title not available (Why is that?)
• ON STATIONARY PROCESSES IN THE PLANE
• Nonparametric model checks for regression
• Distribution free goodness-of-fit tests for linear processes
• A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
• Noncausal vector autoregression
• Inference on power law spatial trends
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• On the central limit theorem for stationary mixing random fields
• The jackknife and bootstrap
• Consistent Testing for Serial Correlation of Unknown Form
• The Stochastic Difference Between Econometric Statistics
• Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models
• The asymptotic theory of linear time-series models
• Bootstrap specification tests for linear covariance stationary processes
• Bootstrap‐assisted Goodness‐of‐fit Tests in the Frequency Domain
• Asymptotic comparison of Cramér-von Mises and nonparametric function estimation techniques for testing goodness-of-fit
• Asymptotic properties of tests based on linear combinations of the orthogonal components of the Cramer-von Mises statistic
• Goodness of fit for lattice processes
• An \(L_2\)-test for comparing spatial spectral densities
• Bootstrap assisted specification tests for the ARFIMA model
• Statistical inference on regression with spatial dependence
• Title not available (Why is that?)
• Modeling of two-dimensional random fields by parametric cepstrum

Cited In (3)

• Goodness of fit for lattice processes
• A test for weak stationarity in the spectral domain
• Autoregressive spatial spectral estimates

This page was built for publication: Specification tests for lattice processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5247355)