Pages that link to "Item:Q1303861"
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The following pages link to Conditional empirical processes defined by nonstationary absolutely regular sequences (Q1303861):
Displaying 3 items.
- Central limit theorem of the smoothed empirical distribution functions for asymptotically stationary absolutely regular stochastic processes (Q936987) (← links)
- Une méthode semi-paramétrique pour tester un modèle de régression. (A semi-parametric method to test a regression model) (Q1408195) (← links)
- The marked empirical process to test nonlinear time series against a large class of alternatives when the random vectors are nonstationary and absolutely regular (Q2892897) (← links)
