Nonparametric tests for model selection with time series data
Year of publication: |
1999
|
---|---|
Authors: | Hidalgo, Javier |
Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 8.1999, 2, p. 365-398
|
Publisher: |
Springer |
Subject: | Goodness-of-fit tests | kernel curve estimation | selection of variables | Primary 62G07 | secondary 62G10 |
-
Local Whittle likelihood estimators and tests for non-Gaussian stationary processes
Naito, Tomohito, (2010)
-
Deterministic Noises that can be Statistically Distinguished from the Random Ones
Davydov, Youri, (2007)
-
NEW METHOD OF VARIABLE SELECTION FOR BINARY DATA CLUSTER ANALYSIS
Korzeniewski, Jerzy, (2016)
- More ...
-
Adaptive estimation in time series regression models with heteroskedasticity of unknown form
Hidalgo, Javier, (1992)
-
A nonparametric conditional moment test for structural stability
Hidalgo, Javier, (1995)
-
Nonparametric test for causality with long-range dependence
Hidalgo, Javier, (2000)
- More ...