Test: An Official Journal of the Spanish Society of Statistics and Operations Research
Serial independence tests for innovations of conditional mean and variance models
Kilani Ghoudi, Bruno Rémillard
págs. 3-26
Goodness-of-fit tests for Log-GARCH and EGARCH models
Christian Francq, Olivier Wintenberger, Jean-Michel Zakoïan
págs. 27-51
Asymptotic normality and parameter change test for bivariate Poisson INGARCH models
Youngmi Lee, Sangyeol Lee, Dag Tjostheim
págs. 52-69
Testing the adequacy of semiparametric transformation models
J. S. Allison, M. Hušková, Simos G. Meintanis
págs. 70-94
On the estimation of the characteristic function in finite populations with applications
María Dolores Jiménez Gamero
, Juan Luis Moreno Rebollo , José Antonio Mayor Gallegopágs. 95-121
Stochastic orders to approach investments in condor financial derivatives
María Concepción López Díaz
, Miguel López Díaz , Sergio Martínez Fernándezpágs. 122-146
págs. 147-172
Stochastic ordering for populations of manufactured items
Nil Kamal Hazra, Maxim Finkelstein, Ji Hwan Cha
págs. 173-196
Michail Papathomas
págs. 197-220
Spatio-temporal analysis with short- and long-memory dependence: a state-space approach
Guillermo Ferreira, Jorge Mateu Mahiques
, Emilio Porcu págs. 221-245
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