Pages that link to "Item:Q4345898"

The following pages link to Rank-based tests for autoregressive against bilinear serial dependence (Q4345898):

Displaying 9 items.

• R-estimation in semiparametric dynamic location-scale models (Q503558) (← links)
• Checking nonlinear heteroscedastic time series models (Q556432) (← links)
• Local power of a Cramér-von Mises type test for parametric autoregressive models of order one (Q1004758) (← links)
• A nonparametric goodness-of-fit test for a class of parametric autoregressive models (Q1299430) (← links)
• Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence (Q1299532) (← links)
• Testing time reversibility without moment restrictions (Q1971793) (← links)
• Rank-based testing for semiparametric VAR models: a measure transportation approach (Q2108478) (← links)
• ON THE PITMAN NON-ADMISSIBILITY OF CORRELOGRAM-BASED METHODS (Q4319854) (← links)
• Adaptive Estimation of Periodic First-Order Threshold Autoregressive Model (Q5418891) (← links)