Pages that link to "Item:Q5630507"

The following pages link to Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models (Q5630507):

Displaying 50 items.

• Wild bootstrap Ljung-Box test for residuals of ARMA models robust to variance change (Q2111948) (← links)
• A robust whiteness test for the identification of discrete-time linear models: use of orthonormal transfer functions (Q2116640) (← links)
• Portmanteau test for the asymmetric power GARCH model when the power is unknown (Q2151687) (← links)
• Goodness-of-fit tests for SPARMA models with dependent error terms (Q2151745) (← links)
• Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models (Q2165839) (← links)
• Hypothesis testing based on a vector of statistics (Q2224888) (← links)
• Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors (Q2242146) (← links)
• Trimmed portmanteau test for linear processes with infinite variance (Q2267596) (← links)
• Exploiting ergodicity in forecasts of corporate profitability (Q2291809) (← links)
• Testing discrete-valued time series for whiteness (Q2301074) (← links)
• Logical and test consistency in pairwise multiple comparisons (Q2301083) (← links)
• Model-free tests for series correlation in multivariate linear regression (Q2301085) (← links)
• Testing serial correlation in partially linear additive models (Q2316305) (← links)
• Mixed portmanteau test for diagnostic checking of time series models (Q2336523) (← links)
• Residual-based rank specification tests for AR-GARCH type models (Q2343810) (← links)
• The generalised autocovariance function (Q2346029) (← links)
• Evaluating financial time series models for irregularly spaced data: a spectral density approach (Q2384591) (← links)
• Local Whittle likelihood estimators and tests for spatial lattice data (Q2411293) (← links)
• Robust adaptive rate-optimal testing for the white noise hypothesis (Q2442454) (← links)
• Data-driven smooth tests for the martingale difference hypothesis (Q2445650) (← links)
• On testing for serial correlation of unknown form using wavelet thresholding (Q2445707) (← links)
• The multiple testing problem for Box-Pierce statistics (Q2452104) (← links)
• The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series (Q2495838) (← links)
• Modeling and forecasting discrete univariate time series with applications (Q2560698) (← links)
• Comparison of two modified portmanteau tests for model adequacy (Q2563579) (← links)
• Goodness of fit for lattice processes (Q2628837) (← links)
• An automatic portmanteau test for serial correlation (Q2628840) (← links)
• Distribution-free tests for time series models specification (Q2630201) (← links)
• A goodness-of-fit process for ARMA(\(p\),\(q\)) models based on a modified residual autocorrelation sequence (Q2643283) (← links)
• Testing serial independence with functional data (Q2666064) (← links)
• Tail maximal dependence in bivariate models: estimation and applications (Q2693224) (← links)
• Conditional asymmetry in power ARCH\((\infty)\) models (Q2697981) (← links)
• Forecasting of nonlinear dynamics based on symbolic invariance (Q2701225) (← links)
• Testing for continuous local martingales using the crossing tree (Q2802751) (← links)
• An \(L_p\)-criterion for testing a hypothesis about the covariance function of a random sequence (Q2817061) (← links)
• Wind time series modeling and stochastic optimal control for a grid-connected permanent magnet wind turbine generator (Q2830296) (← links)
• A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach (Q2852494) (← links)
• Modelling long-run trends and cycles in financial time series data (Q2852600) (← links)
• Improved multivariate portmanteau test (Q2930880) (← links)
• PORTMANTEAU AUTOCORRELATION TESTS UNDER <i>Q</i> -DEPENDENCE AND HETEROSKEDASTICITY (Q2936570) (← links)
• A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS (Q2937712) (← links)
• ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT (Q2937714) (← links)
• On multiple portmanteau tests (Q3077660) (← links)
• A test for improved multi-step forecasting (Q3077670) (← links)
• BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL (Q3100982) (← links)
• Robust Portmanteau TRA Tests and Their Limit Distribution (Q3155367) (← links)
• TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
• Variable selection in identification of a high dimensional nonlinear non-parametric system (Q3196113) (← links)
• ASYMPTOTIC RELATIVE EFFICIENCY OF SOME TESTS OF FIT IN TIME SERIES MODELS (Q3313160) (← links)
• Model validity tests for non-linear signal processing applications (Q3361764) (← links)