Pages that link to "Item:Q4956033"
From MaRDI portal
The following pages link to Bootstrap‐assisted Goodness‐of‐fit Tests in the Frequency Domain (Q4956033):
Displaying 11 items.
- Bootstrap specification tests for linear covariance stationary processes (Q275265) (← links)
- Distribution free goodness-of-fit tests for linear processes (Q817984) (← links)
- Spectra of bivariate \(\mathrm{VAR}(p)\) models (Q861224) (← links)
- An omnibus test for the time series model AR(1). (Q1421315) (← links)
- Testing nonparametric and semiparametric hypotheses in vector stationary processes (Q2482138) (← links)
- Goodness of fit for lattice processes (Q2628837) (← links)
- BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL (Q3100982) (← links)
- TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
- SPECIFICATION TESTS FOR LATTICE PROCESSES (Q5247355) (← links)
- Testing the Fit of a Vector Autoregressive Moving Average Model (Q5467617) (← links)
- Testing non-parametric hypotheses for stationary processes by estimating minimal distances (Q5495691) (← links)