Pages that link to "Item:Q3040374"
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The following pages link to Estimation of the Distribution of Noise in an Autoregression Scheme (Q3040374):
Displayed 47 items.
- Weak convergence of the sequential empirical processes of residuals in TAR models (Q476641) (← links)
- Global property of error density estimation in nonlinear autoregressive time series models (Q625315) (← links)
- Aligned rank tests for the linear model with heteroscedastic errors (Q689419) (← links)
- Asymptotic distributions of error density and distribution function estimators in nonparametric regression (Q707046) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- Statistical estimation errors of VaR under ARCH returns (Q947259) (← links)
- Estimating the innovation distribution in nonparametric autoregression (Q1017896) (← links)
- An alternative derivation of aligned rank tests for regression (Q1174647) (← links)
- Estimation of the distribution function of noise in stationary processes (Q1179289) (← links)
- A weak convergence result useful in robust autoregression (Q1193961) (← links)
- On the quantile process based on the autoregressive residuals. (Q1299375) (← links)
- An overview of bootstrap methods for estimating and predicting in time series (Q1302062) (← links)
- An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process (Q1336526) (← links)
- A note on the residual empirical process in autoregressive models (Q1380552) (← links)
- Estimating linear functionals of the error distribution in nonparametric regression (Q1417795) (← links)
- Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression (Q1417796) (← links)
- On the Bickel-Rosenblatt test for first-order autoregressive models (Q1612967) (← links)
- Weak convergence of the sequential empirical processes of residuals in nonstationary autoregressive models (Q1807086) (← links)
- On residual empirical processes of stochastic regression models with applications to time series (Q1807171) (← links)
- Consistency of error density and distribution function estimators in nonparametric regression. (Q1871280) (← links)
- Martingale transforms goodness-of-fit tests in regression models. (Q1879928) (← links)
- Estimating invariant laws of linear processes by \(U\)-statistics. (Q1879946) (← links)
- Nonparametric estimation in heteroskedastic regression (Q1916224) (← links)
- Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models (Q2073226) (← links)
- On the asymptotic power of tests of fit under local alternatives in autoregression (Q2322947) (← links)
- A goodness-of-fit test of the errors in nonlinear autoregressive time series models (Q2475421) (← links)
- The empirical distribution function and partial sum process of residuals from a stationary ARCH with drift process (Q2495334) (← links)
- Fitting an error distribution in some heteroscedastic time series models (Q2497190) (← links)
- The Bickel--Rosenblatt test for diffusion processes (Q2497811) (← links)
- Sequential empirical process in autoregressive models with measurement errors (Q2507885) (← links)
- Goodness-of-fit test using residuals in infinite-order autoregressive models (Q2510704) (← links)
- A note on the Bickel\,-\,Rosenblatt test in autoregressive time series (Q2567180) (← links)
- On the empirical distribution function of residuals in autoregression with outliers and Pearson's chi-square type tests (Q2633516) (← links)
- Robust unit root tests with autoregressive errors (Q2830189) (← links)
- Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity (Q2954305) (← links)
- TIME SERIES RESIDUALS WITH APPLICATION TO PROBABILITY DENSITY ESTIMATION (Q3028134) (← links)
- Nonparametric prediction intervals for explosive ar(1)-processes (Q3432339) (← links)
- On residual empirical processes of GARCH-SM models: application to conditional symmetry tests (Q3552849) (← links)
- Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals (Q3552975) (← links)
- Emprical distribution for linear system identification (Q4237957) (← links)
- Adaptive R-estimation in a linear regression model with ARMA errors (Q4454274) (← links)
- Law of the iterated logarithm for error density estimators in nonlinear autoregressive models (Q5077358) (← links)
- A Quantile‐based Test for Symmetry of Weakly Dependent Processes (Q5256821) (← links)
- High Moment Partial Sum Processes of Residuals in ARMA Models and their Applications (Q5430492) (← links)
- Extended Glivenko–Cantelli theorem and <i>L</i><sub>1</sub> strong consistency of innovation density estimator for time-varying semiparametric ARCH model (Q6104904) (← links)
- Testing stochastic dominance with many conditioning variables (Q6108264) (← links)
- On testing the symmetry of innovation distribution in autoregression schemes (Q6155008) (← links)