Pages that link to "Item:Q1299532"
From MaRDI portal
The following pages link to Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence (Q1299532):
Displayed 14 items.
- R-estimation in semiparametric dynamic location-scale models (Q503558) (← links)
- Checking nonlinear heteroscedastic time series models (Q556432) (← links)
- Efficient detection of random coefficients in autoregressive models (Q1429321) (← links)
- Local asymptotic normality for regression models with long-memory disturbance (Q1583901) (← links)
- Optimal test for<i>PAR</i>(1) dependence against<i>PSETAR</i>(2,1,1) models with specified threshold (Q2807735) (← links)
- Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes (Q3072403) (← links)
- Optimal Detection of Exponential Component in Autoregressive Models (Q3505305) (← links)
- Adaptive Test for Periodicity in Self-Exciting Threshold Autoregressive Models (Q3652716) (← links)
- Efficient estimation in periodic INAR(1) model: parametric case (Q5088091) (← links)
- Optimal rank-based detection of exponential component in autoregressive models (Q5297086) (← links)
- Adaptive Estimation of Periodic First-Order Threshold Autoregressive Model (Q5418891) (← links)
- Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one (Q6053887) (← links)
- A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection (Q6155083) (← links)
- Efficient estimation in semiparametric self-exciting threshold <i>INAR</i> processes (Q6172616) (← links)