40 citations · 63 across the 3 of their papers we have counts for
4 papers
Tests for validity of the semiparametric heteroskedastic transformation model
Marie Hušková, Simos G. Meintanis, Charl Pretorius
There exist a number of tests for assessing the nonparametric heteroscedastic location-scale assumption. Here we consider a goodness-of-fit test for the more general hypothesis of…
Specification testing in nonparametric AR-ARCH models
Marie Hušková, Natalie Neumeyer, Tobias Niebuhr +1
In this paper an autoregressive time series model with conditional heteroscedasticity is considered, where both conditional mean and conditional variance function are modeled nonpa…
Tests for Time Series of Counts Based on the Probability Generating Function
Šárka Hudecová, Marie Hušková, Simos G. Meintanis
We propose testing procedures for the hypothesis that a given set of discrete observations may be formulated as a particular time series of counts with a specific conditional law.…
Bootstrapping confidence intervals for the change-point of time series
Marie Huskova, Claudia Kirch
We study an AMOC time series model with an abrupt change in the mean and dependent errors that fulfill certain mixing conditions. We obtain confidence intervals for the unknown cha…