Testing for Differences Between Conditional Means in a Time Series Context

DOI10.1198/016214504000000160MaRDI QIDQ5474415zbMATH OpenOpenAlexFDO

Authors Eva Ferreira, Winfried Stute

Publication date 26 June 2006

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1198/016214504000000160

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(11)

• Regression function comparison for paired data
• A Difference Estimator for Testing Equality of Variances for Paired Time Series
• A Review on Dimension-Reduction Based Tests For Regressions
• Testing for the Equality of Two Autoregressive Functions Using Quasi-Residuals
• Testing the difference between two independent time series models
• A simple test of equality of time series
• Comparing two nonparametric regression curves in the presence of long memory in covariates and errors
• Data-driven smooth tests for the martingale difference hypothesis
• An updated review of goodness-of-fit tests for regression models
• A bootstrap test for the comparison of nonlinear time series
• Testing the martingale difference hypothesis using integrated regression functions

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