Pages that link to "Item:Q4531016"
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The following pages link to Testing When a Parameter is on the Boundary of the Maintained Hypothesis (Q4531016):
Displayed 20 items.
- Testing lumpability for marginal discrete hidden Markov models (Q635941) (← links)
- Testing for jumps in the EGARCH process (Q834296) (← links)
- On asymptotically optimal tests under loss of identifiability in semiparametric models (Q834345) (← links)
- On asymptotic theory for multivariate GARCH models (Q842922) (← links)
- Testing for volatility jumps in the stochastic volatility process (Q862565) (← links)
- Simulation-based exact jump tests in models with conditional heteroskedasticity (Q951480) (← links)
- Testing for sign and amplitude asymmetries using threshold autoregressions (Q956521) (← links)
- Exact tests of the stability of the Phillips curve: the Canadian case (Q957215) (← links)
- Detecting business cycle asymmetries using artificial neural networks and time series models (Q1020512) (← links)
- Asset pricing with incomplete information and fat tails (Q1042357) (← links)
- Generalized score test of homogeneity for mixed effects models (Q2500462) (← links)
- Asymptotics for estimation and testing procedures under loss of identifiability (Q2581509) (← links)
- Inference under right censoring for transformation models with a change-point based on a covariate threshold (Q2642736) (← links)
- Revisiting Tests for Neglected Nonlinearity Using Artificial Neural Networks (Q3015448) (← links)
- Lack-of-fit tests in linear mixed models with application to wavelet tests (Q3106427) (← links)
- QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH MODELS (Q3224041) (← links)
- Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model (Q3525709) (← links)
- ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE <i>m</i> OUT OF <i>n</i> BOOTSTRAP (Q3557548) (← links)
- Testing for reduction to random walk in autoregressive conditional heteroskedasticity models (Q4416017) (← links)
- Likelihood Ratio Tests in Linear Mixed Models with One Variance Component (Q4665838) (← links)