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Maximum likelihood estimation in possibly misspecified dynamic models with time-inhomogeneous Markov regimes
Pouzo, Demian; Psaradakis, Zacharias G.; Sola, Martin - 2016
Persistent link: https://www.econbiz.de/10011610480
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Bootstrap-assisted tests of symmetry for dependent data
Psaradakis, Zacharias G.; Vávra, Márian - 2018
Persistent link: https://www.econbiz.de/10011903680
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Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.; Vávra, Marián - 2015
Persistent link: https://www.econbiz.de/10011350561
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A distance test of normality for a wide class of stationary processes
Psaradakis, Zacharias G.; Vávra, Marián - 2015
Persistent link: https://www.econbiz.de/10011350566
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Normality tests for dependent data : large-sample and bootstrap approaches
Psaradakis, Zacharias G.; Vávra, Marián - 2017
Persistent link: https://www.econbiz.de/10011751320
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Markov-switching models with state-dependent time-varying transition probabilities
Psaradakis, Zacharias G.; Sola, Martin - 2017
Persistent link: https://www.econbiz.de/10011705600