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For: Selk L, Neumeyer N. Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach. Scand Stat Theory Appl 2013. [DOI: 10.1111/sjos.12030] [Citation(s) in RCA: 8] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/30/2022]
Number Cited by Other Article(s)
1
Mohr M, Neumeyer N. Nonparametric volatility change detection. Scand Stat Theory Appl 2020. [DOI: 10.1111/sjos.12497] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/29/2022]
2
Pardo-Fernández JC, Jiménez-Gamero MD. A model specification test for the variance function in nonparametric regression. ASTA ADVANCES IN STATISTICAL ANALYSIS 2018. [DOI: 10.1007/s10182-018-00336-y] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 10/28/2022]
3
Hušková M, Neumeyer N, Niebuhr T, Selk L. Specification testing in nonparametric AR‐ARCH models. Scand Stat Theory Appl 2018. [DOI: 10.1111/sjos.12337] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/29/2022]
4
Epidemic change tests for the mean of innovations of an AR(1) process. Stat Probab Lett 2016. [DOI: 10.1016/j.spl.2016.02.001] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/23/2022]
5
Koul HL, Zhu X. Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models. J MULTIVARIATE ANAL 2015. [DOI: 10.1016/j.jmva.2015.02.009] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/24/2022]
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