Pages that link to "Item:Q4088136"
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The following pages link to Goodness-of-fit tests for correlated data (Q4088136):
Displaying 11 items.
- Behaviour of skewness, kurtosis and normality tests in long memory data (Q257542) (← links)
- Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data (Q645527) (← links)
- Testing for sign and amplitude asymmetries using threshold autoregressions (Q956521) (← links)
- A random-projection based test of Gaussianity for stationary processes (Q1623481) (← links)
- Generalized rescaled Pólya urn and its statistical application (Q2136655) (← links)
- High moment partial sum processes of residuals in GARCH models and their applications (Q2368858) (← links)
- Measures of multivariate skewness and kurtosis for tests of nonnormality (Q3349799) (← links)
- Infrence for non-negative autoregressive schemes (Q3740861) (← links)
- Goodness-of-fit tests for dependent data (Q4819550) (← links)
- The rescaled Pólya urn: local reinforcement and chi-squared goodness-of-fit test (Q5055330) (← links)
- A SIMPLE TEST OF NORMALITY FOR TIME SERIES (Q5719157) (← links)
