Pages that link to "Item:Q1010571"
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The following pages link to Testing the martingale difference hypothesis using integrated regression functions (Q1010571):
Displaying 12 items.
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Change points and temporal dependence in reconstructions of annual temperature: did Europe experience a little ice age? (Q483988) (← links)
- A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error's structure (Q712518) (← links)
- Empirical likelihood based testing for regression (Q1951764) (← links)
- Weighted resampling of martingale difference arrays with applications (Q1952172) (← links)
- Estimation of time series models using residuals dependence measures (Q2105206) (← links)
- Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
- Data-driven smooth tests for the martingale difference hypothesis (Q2445650) (← links)
- TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS (Q4933583) (← links)
- Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure (Q5299495) (← links)
- Fourier–type tests involving martingale difference processes (Q5864443) (← links)
- Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk (Q6617769) (← links)
