Pages that link to "Item:Q1193961"

The following pages link to A weak convergence result useful in robust autoregression (Q1193961):

Displaying 32 items.

• The quantilogram: with an application to evaluating directional predictability (Q288359) (← links)
• Testing for structural change in regression quantiles (Q295711) (← links)
• Asymptotics of kernel error density estimators in nonlinear autoregressive models (Q552027) (← links)
• Asymptotic distributions of error density and distribution function estimators in nonparametric regression (Q707046) (← links)
• Estimating the innovation distribution in nonparametric autoregression (Q1017896) (← links)
• Asymptotics for argmin processes: convexity arguments (Q1026368) (← links)
• Autoregression quantiles and related rank score processes for generalized random coefficient autoregressive processes. (Q1299546) (← links)
• Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors (Q1326344) (← links)
• An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process (Q1336526) (← links)
• Rank tests for testing the randomness of autoregressive coefficients (Q1336895) (← links)
• Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression (Q1417796) (← links)
• Quantile regression in varying coefficient models. (Q1427801) (← links)
• R-estimation in autoregression with square-integrable score function (Q1604625) (← links)
• Weak convergence of the sequential empirical processes of residuals in nonstationary autoregressive models (Q1807086) (← links)
• Consistency of error density and distribution function estimators in nonparametric regression. (Q1871280) (← links)
• Regression quantiles for unstable autoregressive models (Q1877008) (← links)
• Martingale transforms goodness-of-fit tests in regression models. (Q1879928) (← links)
• Bahadur-Kiefer representations for GM-estimators in autoregression models (Q1890719) (← links)
• Bootstrap tests for unit roots based on LAD estimation (Q1970858) (← links)
• A goodness-of-fit test for copulas based on martingale transformation (Q2295802) (← links)
• Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models (Q2348448) (← links)
• Empirical process of residuals for regression models with long memory errors (Q2452780) (← links)
• Fitting an error distribution in some heteroscedastic time series models (Q2497190) (← links)
• A note on the Bickel\,-\,Rosenblatt test in autoregressive time series (Q2567180) (← links)
• Asymptotic behaviour of M-estimators in AR(p) models under nonstandard conditions (Q2738928) (← links)
• Asymptotic Properties of Error Density Estimator in Regression Model Under α-Mixing Assumptions (Q3631407) (← links)
• GENERALIZED SIGNED-RANK ESTIMATORS FOR AUTOREGRESSION PARAMETERS (Q4540727) (← links)
• Estimating the Error Distribution in a Single-Index Model (Q4609019) (← links)
• Quantile Regression Estimator for GARCH Models (Q4911963) (← links)
• Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions (Q5130252) (← links)
• Diagnostic Tests for Innovations of ARMA Models Using Empirical Processes of Residuals (Q5272951) (← links)
• High Moment Partial Sum Processes of Residuals in ARMA Models and their Applications (Q5430492) (← links)