Pages that link to "Item:Q5630507"
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The following pages link to Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models (Q5630507):
Displaying 50 items.
- Asymptotic distribution of residual autocorrelations from estimation of ARMA processes by Gram-Schmidt orthogonalization (Q1154190) (← links)
- A random coefficient approach to seasonal adjustment of economic time series (Q1160557) (← links)
- Non-Gaussian series and series with non-zero means: Practical implications for time series analysis (Q1164946) (← links)
- Time series analysis via rank order theory: Signed-rank tests for ARMA models (Q1182743) (← links)
- Testing for autocorrelation in the autoregressive moving average error model (Q1212774) (← links)
- The first-order moving average process. Identification, estimation and prediction (Q1215237) (← links)
- Forecasting in dynamic models with stochastic regressors (Q1222496) (← links)
- Retail inventory investment behaviour (Q1236970) (← links)
- Causality in temporal systems. Characterizations and a Survey (Q1237341) (← links)
- An appraisal of the Box-Jenkins approach to univariate time series analysis (Q1243988) (← links)
- An \(L_2\) error test with order selection and thresholding (Q1266004) (← links)
- Adaptive estimation of cointegrating regressions with ARMA errors (Q1298415) (← links)
- A consistent nonparametric test for serial independence (Q1298443) (← links)
- Robust goodness-of-fit tests for \(\text{AR} (p)\) models based on \(L_1\)-norm fitting (Q1305566) (← links)
- Testing serial correlation in semiparametric panel data models (Q1305628) (← links)
- Testing for serial correlation in multivariate regression models (Q1305639) (← links)
- Dependent versions of a central limit theorem for the squared length of a sample mean (Q1347177) (← links)
- The asymptotic null distribution of the Box-Pierce \(\mathcal Q\)-statistic for random variables with infinite variance. An application to German stock returns (Q1362496) (← links)
- On a threshold autoregression with conditional heteroscedastic variances (Q1368891) (← links)
- Diagnostics for conditional heteroscedasticity models: some simulation results. (Q1418612) (← links)
- On consistent testing for serial correlation of unknown form in vector time series models. (Q1427530) (← links)
- Diagnostic checking in linear processes with infinite variance (Q1600532) (← links)
- Balance-of-payments policies and structural reforms: An adaptive-control model for India (Q1601330) (← links)
- Genetic modelling of multivariate EGARCHX-processes: evidence on the international asset return signal response mechanism (Q1603562) (← links)
- On the integral of the squared periodogram (Q1613586) (← links)
- On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method (Q1615242) (← links)
- Testing for serial independence of panel errors (Q1623526) (← links)
- Penalised inference for lagged dependent regression in the presence of autocorrelated residuals (Q1640650) (← links)
- A goodness-of-fit test for VARMA\((p, q)\) models (Q1643801) (← links)
- Traders' networks of interactions and structural properties of financial markets: an agent-based approach (Q1646518) (← links)
- Diagnostic checking of the vector multiplicative error model (Q1660140) (← links)
- Tests for serial correlation of unknown form in dynamic least squares regression with wavelets (Q1673452) (← links)
- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects (Q1695655) (← links)
- Goodness-of-fit tests for Log-GARCH and EGARCH models (Q1708360) (← links)
- A power comparison between autocorrelation based tests (Q1726718) (← links)
- Assessing conditional extremal risk of flooding in Puerto Rico (Q1741087) (← links)
- An improved time series model for monthly stream flows (Q1741102) (← links)
- A new look at portmanteau tests (Q1744726) (← links)
- Fully Bayesian analysis of ARMA time series models (Q1838260) (← links)
- A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
- A test for randomness against ARMA alternatives. (Q1877528) (← links)
- On the asymptotics of residuals in autoregressive moving average processes with one autoregressive unit root (Q1916215) (← links)
- Modeling and pricing long memory in stock market volatility (Q1922362) (← links)
- Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
- On the residual autocorrelation of the autoregressive conditional duration model (Q1927300) (← links)
- Modelling co-movements and tail dependency in the international stock market via copulae (Q1959136) (← links)
- Multivariate portmanteau tests for weak multiplicative seasonal VARMA models (Q2029218) (← links)
- Tests of serial dependence for multivariate time series with arbitrary distributions (Q2079632) (← links)
- Data-driven portmanteau tests for time series (Q2084715) (← links)
- Estimation of time series models using residuals dependence measures (Q2105206) (← links)
