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Weighted Simulated Integrated Conditional Moment Tests for Parametric Conditional Distributions of Stationary Time Series Processes

机译：平稳时间序列过程参数条件分布的加权模拟综合条件矩测试

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Herman J. Bierens; Li Wang;
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年度 2013
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1. Weighted simulated integrated conditional moment tests for parametricn conditional distributions of stationary time series processes [J] . Bierens Herman J., Wang Li Econometric Reviews . 2017,第1a5期

机译：平稳时间序列过程的参数条件分布的加权模拟集成条件矩检验
2. Weighted least-squares implementation of Cohen-Posch time-frequency distributions with specified conditional and joint moment constraints [J] . Emresoy M.K., Loughlin P.J. IEEE Transactions on Signal Processing . 1999,第3期

机译：具有指定条件和联合力矩约束的Cohen-Posch时间-频率分布的加权最小二乘实现
3. Non-Parametric Estimation of the Conditional Distribution of the Interjumping Times for Piecewise-Deterministic Markov Processes [J] . ROMAIN AZAIES, FRANCOIS DUFOUR, ANNE GEGOUT-PETIT Scandinavian journal of statistics . 2014,第4期

机译：分段确定性马尔可夫过程的跳跃时间条件分布的非参数估计
4. Weighted least-squares implementation of Cohen-Posch time frequency distributions with specified conditional and joint moment constraints [C] . Emresoy, M.K., Loughlin, . 1998

机译：具有指定条件和联合力矩约束的Cohen-Posch时间频率分布的加权最小二乘实现
5. Integrated conditional moment test for parametric conditional distributions. [D] . Wang, Li. 2008

机译：用于参数条件分布的集成条件矩测试。
6. Change Point Test for the Conditional Mean of Time Series of Counts Based on Support Vector Regression [O] . Sangyeol Lee, Sangjo Lee 2021

机译：基于支持向量回归的计数时间序列的条件均值的变更点测试
7. Integrated Conditional Moment Tests for Parametric Conditional Distributions ∗ [O] . Herman J. Bierens A, Li Wang B 2011

机译：参数条件分布的集成条件矩检验∗

Weighted Simulated Integrated Conditional Moment Tests for Parametric Conditional Distributions of Stationary Time Series Processes

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