Cavaliere, Giuseppe; Nielsen, Heino Bohn; Rahbek, Anders On the consistency of bootstrap testing for a parameter on the boundary of the parameter space. (English) Zbl 1416.62480 J. Time Ser. Anal. 38, No. 4, 513-534 (2017). MSC: 62M10 62G09 62G10 62G20 PDFBibTeX XMLCite \textit{G. Cavaliere} et al., J. Time Ser. Anal. 38, No. 4, 513--534 (2017; Zbl 1416.62480) Full Text: DOI Link
Moreno, Marta; Romo, Juan Unit root bootstrap tests under infinite variance. (English) Zbl 1300.62063 J. Time Ser. Anal. 33, No. 1, 32-47 (2012). MSC: 62M07 62M10 62F40 62G32 PDFBibTeX XMLCite \textit{M. Moreno} and \textit{J. Romo}, J. Time Ser. Anal. 33, No. 1, 32--47 (2012; Zbl 1300.62063) Full Text: DOI
Thomaidis, Nikos S.; Dounias, George D. On detecting the optimal structure of a neural network under strong statistical features in errors. (English) Zbl 1290.62094 J. Time Ser. Anal. 32, No. 3, 204-222 (2011). MSC: 62M45 62L10 62M07 62M10 62P10 PDFBibTeX XMLCite \textit{N. S. Thomaidis} and \textit{G. D. Dounias}, J. Time Ser. Anal. 32, No. 3, 204--222 (2011; Zbl 1290.62094) Full Text: DOI
Kobayashi, Masahito; Shi, Xiuhong Testing for EGARCH against stochastic volatility models. (English) Zbl 1092.62088 J. Time Ser. Anal. 26, No. 1, 135-150 (2005). Reviewer: N. M. Zinchenko (Kyïv) MSC: 62M10 62P05 65C05 PDFBibTeX XMLCite \textit{M. Kobayashi} and \textit{X. Shi}, J. Time Ser. Anal. 26, No. 1, 135--150 (2005; Zbl 1092.62088) Full Text: DOI
Fernández, F. Javier Estimation and testing of a multivariate exponential smoothing model. (English) Zbl 0692.62071 J. Time Ser. Anal. 11, No. 2, 89-105 (1990). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{F. J. Fernández}, J. Time Ser. Anal. 11, No. 2, 89--105 (1990; Zbl 0692.62071) Full Text: DOI