Pages that link to "Item:Q4956071"
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The following pages link to Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models (Q4956071):
Displayed 45 items.
- Spectral estimation of Hawkes processes from count data (Q128141) (← links)
- Bootstrap specification tests for linear covariance stationary processes (Q275265) (← links)
- Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Multi-scale tests for serial correlation (Q473345) (← links)
- A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
- Spectral domain diagnostics for testing model proximity and disparity in time series data (Q537343) (← links)
- A note on testing hypotheses for stationary processes in the frequency domain (Q643297) (← links)
- Distribution free goodness-of-fit tests for linear processes (Q817984) (← links)
- Density testing in a contaminated sample (Q860334) (← links)
- Spectra of bivariate \(\mathrm{VAR}(p)\) models (Q861224) (← links)
- A local spectral approach for assessing time series model misspecification (Q1002344) (← links)
- Tests of bias in log-periodogram regression (Q1036842) (← links)
- On nonparametric and semiparametric testing for multivariate linear time series (Q1043750) (← links)
- An omnibus test for the time series model AR(1). (Q1421315) (← links)
- On consistent testing for serial correlation of unknown form in vector time series models. (Q1427530) (← links)
- On bootstrapping \(L_2\)-type statistics in density testing (Q1590560) (← links)
- Model assessment for time series dynamics using copula spectral densities: a graphical tool (Q2001092) (← links)
- Goodness-of-fit tests for the spatial spectral density (Q2001998) (← links)
- Testing equality of spectral density operators for functional processes (Q2078561) (← links)
- Goodness-of-fit tests for Markov Switching VAR models using spectral analysis (Q2123263) (← links)
- Consistency of the frequency domain bootstrap for differentiable functionals (Q2219221) (← links)
- Testing discrete-valued time series for whiteness (Q2301074) (← links)
- Testing equality of spectral densities using randomization techniques (Q2348723) (← links)
- A frequency domain empirical likelihood for short- and long-range dependence (Q2373588) (← links)
- Local Whittle likelihood estimators and tests for spatial lattice data (Q2411293) (← links)
- Nonparametric specification for non-stationary time series regression (Q2444659) (← links)
- On testing for serial correlation of unknown form using wavelet thresholding (Q2445707) (← links)
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder) (Q2477585) (← links)
- Testing nonparametric and semiparametric hypotheses in vector stationary processes (Q2482138) (← links)
- Gauss inequalities on ordered linear spaces (Q2489496) (← links)
- Goodness of fit for lattice processes (Q2628837) (← links)
- Testing Semiparametric Hypotheses in Locally Stationary Processes (Q2852620) (← links)
- A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes (Q2930878) (← links)
- TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
- ON TESTING FOR SERIAL CORRELATION WITH A WAVELET-BASED SPECTRAL DENSITY ESTIMATOR IN MULTIVARIATE TIME SERIES (Q3408515) (← links)
- A Note on a Specification Test for Time Series Models Based on Spectral Density Estimation (Q4455954) (← links)
- Nonparametric change point detection in multivariate piecewise stationary time series (Q4559459) (← links)
- DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS (Q4562549) (← links)
- A Simple Test for White Noise in Functional Time Series (Q4604006) (← links)
- Power Transformations to Induce Normality and their Applications (Q4665834) (← links)
- SPECIFICATION TESTS FOR LATTICE PROCESSES (Q5247355) (← links)
- On consistent testing for serial correlation in seasonal time series models (Q5442061) (← 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)