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Comparing sequential forecasters
Choe, Yo Joong, (2024)
Kolmogorov-Smirnov and Cramèr-von Mises type two-sample tests with various weight functions
Büning, Herbert, (2000)
Long memory analysis
Teyssière, Gilles, (2000)
A Consistent Model Specification Test with Mixed Discrete and Continuous Data
Hsiao, Cheng, (2006)
Kernel estimation of multivariate conditional distributions
Racine, Jeffrey, (2004)
Cross-validation and the estimation of conditional probability densities
Hall, Peter, (2004)