Lack of fit test for long memory regression models
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Cites work
- scientific article; zbMATH DE number 194144 (Why is no real title available?)
- scientific article; zbMATH DE number 1944308 (Why is no real title available?)
- scientific article; zbMATH DE number 1944032 (Why is no real title available?)
- A model for long memory conditional heteroscedasticity.
- An ANOVA-type nonparametric diagnostic test for heteroscedastic regression models
- Asymptotic inference in some heteroscedastic regression models with long memory design and errors
- Asymptotic normality of regression estimators with long memory errors
- Asymptotic theory for nonparametric regression with spatial data
- Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors
- Asymptotics of weighted empirical processes of linear fields with long-range dependence
- Detecting changes from short to long memory
- Estimating the innovation distribution in nonparametric autoregression
- Fractional integration versus level shifts: the case of realized asset correlations
- Gaussian semiparametric estimation of long range dependence
- Heteroscedasticity in non-stationary time series, some Monte Carlo evidence
- Large sample inference for long memory processes
- Large-sample inference for nonparametric regression with dependent errors
- Local linear regression estimation for time series with long-range dependence
- Long memory versus structural breaks: an overview
- Long-memory processes. Probabilistic properties and statistical methods
- Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models
- Nonparametric model checks for regression
- Nonparametric regression under long-range dependent normal errors
- Nonparametric regression with heteroscedastic long memory errors
- Nonparametric smoothing and lack-of-fit tests
- Polynomial Trend Regression With Long‐memory Errors
- REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS
- Semiparametric analysis of long-memory time series
- Smooth estimation of error distribution in nonparametric regression under long memory
- The empirical process of some long-range dependent sequences with an application to U-statistics
Cited in
(8)- Testing a sub-hypothesis in linear regression models with long memory covariates and errors.
- Two-stage variational mode decomposition approach to enhance the estimates of variance function
- Asymptotic inference in some heteroscedastic regression models with long memory design and errors
- Huber-Dutter estimation of linear models with dependent errors
- Minimum distance lack-of-fit tests under long memory errors
- Fitting long-memory models by generalized linear regression
- Random weighting method for M-test in linear model with dependent errors
- Estimation and testing in a partial linear regression model under long-memory dependence
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