The following pages link to (Q3535260):
Displaying 7 items.
- Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods (Q962330) (← links)
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models (Q2165839) (← links)
- Consistent model selection criteria and goodness-of-fit test for common time series models (Q2180087) (← links)
- Evaluating vector multiplicative error models with the Hosking-Ljung-Box Portmanteau test and kernel-based test statistics (Q2322052) (← links)
- Testing for residual correlation of any order in the autoregressive process (Q4638732) (← links)
- Generalized Gaussian quasi-maximum likelihood estimation for most common time series (Q6118258) (← links)
- A Simple Asymptotically <i>F</i>-Distributed Portmanteau Test for Diagnostic Checking of Time Series Models With Uncorrelated Innovations (Q6620880) (← links)
