Pages that link to "Item:Q1389742"
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The following pages link to A consistent nonparametric test for linearity of \(\text{AR} (p)\) models (Q1389742):
Displaying 9 items.
- Central limit theorem for quadratic errors of Nadaraya-Watson regression estimator under dependence (Q743766) (← links)
- A dynamic factor approach to nonlinear stability analysis (Q844759) (← links)
- Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models (Q959272) (← links)
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models<sup>∗</sup> (Q2744171) (← links)
- Optimal Detection of Exponential Component in Autoregressive Models (Q3505305) (← links)
- Central limit theorem for degenerate<i>U</i>-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing (Q4265792) (← links)
- NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY (Q4917232) (← links)
- Semiparametric methods in nonlinear time series analysis: a selective review (Q5419459) (← links)
- Estimating and testing for smooth structural changes in moment condition models (Q6664671) (← links)
