Pages that link to "Item:Q3738439"
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The following pages link to ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETT'S U<sub>p</sub>-STATISTIC (Q3738439):
Displaying 10 items.
- Bootstrap specification tests for linear covariance stationary processes (Q275265) (← links)
- Distribution free goodness-of-fit tests for linear processes (Q817984) (← links)
- Weak convergence of dependent empirical measures with application to subsampling in function spaces (Q1297576) (← links)
- An omnibus test for the time series model AR(1). (Q1421315) (← links)
- A frequency domain empirical likelihood for short- and long-range dependence (Q2373588) (← links)
- Local inference for locally stationary time series based on the empirical spectral measure (Q2628836) (← links)
- A goodness-of-fit process for ARMA(\(p\),\(q\)) models based on a modified residual autocorrelation sequence (Q2643283) (← links)
- Distribution-free specification tests for dynamic linear models (Q3406056) (← links)
- Testing non-parametric hypotheses for stationary processes by estimating minimal distances (Q5495691) (← links)
- A blockwise empirical likelihood method for time series in frequency domain inference (Q6608684) (← links)
