Pages that link to "Item:Q3111187"
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The following pages link to An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking (Q3111187):
Displaying 14 items.
- A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
- Tests for \(m\)-dependence based on sample splitting methods (Q528177) (← links)
- Testing discrete-valued time series for whiteness (Q2301074) (← links)
- Robust adaptive rate-optimal testing for the white noise hypothesis (Q2442454) (← links)
- A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS (Q2937712) (← links)
- AN IMPROVED MEASURE FOR LACK OF FIT IN TIME SERIES MODELS (Q4571209) (← links)
- A general approach to conditional moment specification testing with projections (Q5034243) (← links)
- Chi‐squared portmanteau tests for structural VARMA models with uncorrelated errors (Q5397961) (← links)
- A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
- Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms (Q6158216) (← links)
- Extremal Dependence-Based Specification Testing of Time Series (Q6190738) (← links)
- ARMA model checking with data-driven portmanteau tests (Q6596734) (← links)
- Testing for Uncorrelated Residuals in Dynamic Count Models With an Application to Corporate Bankruptcy (Q6616617) (← links)
- A Simple Asymptotically <i>F</i>-Distributed Portmanteau Test for Diagnostic Checking of Time Series Models With Uncorrelated Innovations (Q6620880) (← links)
