Pages that link to "Item:Q4805926"

The following pages link to Weak convergence of some marked empirical processes: Application to testing heteroscedasticity (Q4805926):

Displaying 8 items.

• A nonparametric model check for time series when the random vectors are nonstationary and absolutely regular (Q321513) (← links)
• A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations (Q537479) (← links)
• Checking nonlinear heteroscedastic time series models (Q556432) (← links)
• Testing nonstationary and absolutely regular nonlinear time series models (Q2330966) (← links)
• Estimation in a class of nonlinear heteroscedastic time series models (Q2426824) (← links)
• The marked empirical process to test a general AR-ARCH against an other general AR-ARCH when the random vectors are nonstationary and absolutely regular (Q2427232) (← links)
• The marked empirical process to test nonlinear time series against a large class of alternatives when the random vectors are nonstationary and absolutely regular (Q2892897) (← links)
• Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations (Q5881427) (← links)