Bootstrap tests for simple structures in nonparametric time series regression
absolute regularityadditive modelsautoregressionkernel estimationlocal polynomial estimationlower order modelsnonparametric regressionparametric modelswild bootstrap
Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
- Bootstrap tests for parametric volatility structure in nonparametric autoregression
- A simple bootstrap test for time series regression models
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models∗
- Nonparametric specification testing for nonlinear time series with nonstationarity
- Testing for structural change in time-varying nonparametric regression models
- Bootstrap tests when parameters of nonstationary time series models lie on the boundary of the parameter space
- On bootstrapping \(L_2\)-type statistics in density testing
- Expansion for moments of regression quantiles with applications to nonparametric testing
- Regression-type inference in nonparametric autoregression
- Specification and structural break tests for additive models with applications to realized variance data
- Bootstrapping the nonparametric ARCH regression model
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models∗
- Weekday dependence of German stock market returns
- Bootstrap tests for parametric volatility structure in nonparametric autoregression
- A bootstrap test for additive outliers in non-stationary time series
- Testing for structural change in time-varying nonparametric regression models
- An updated review of goodness-of-fit tests for regression models
- A new nonparametric stability test with an application to major Chinese macroeconomic time series
- On Robustness of Model-Based Bootstrap Schemes in Nonparametric Time Series Analysis
- A simple bootstrap test for time series regression models
- Bootstrap entropy test for general location-scale time series models with heteroscedasticity
- A nonparametric test of significant variables in gradients
- Iterative weighted estimation based on variance modelling in linear regression models
- Resampling for checking linear regression models via non-parametric regression estimation
- Nonparametric Specification Testing of Conditional Asset Pricing Models
- Estimation and inference in spatially varying coefficient models
- Semi-functional varying coefficient mode-based regression
- Bootstrap methods for dependent data: a review
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