Pages that link to "Item:Q3552840"
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The following pages link to Portmanteau tests for ARMA models with infinite variance (Q3552840):
Displaying 14 items.
- Empirical processes for infinite variance autoregressive models (Q413784) (← links)
- Portmanteau tests of randomness and Jenkins' variance-stabilizing transformation (Q672767) (← links)
- Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations (Q888322) (← links)
- Generalised portmanteau statistics and tests of randomness: A note on their applications to residuals from a fitted ARMA model (Q900099) (← links)
- On model Fitting and estimation of strictly stationary processes (Q1697205) (← links)
- Trimmed portmanteau test for linear processes with infinite variance (Q2267596) (← links)
- M-estimation for general ARMA processes with infinite variance (Q2852629) (← links)
- Improved multivariate portmanteau test (Q2930880) (← links)
- Portmanteau test for randomness in poisson data (Q4787644) (← links)
- Ian McLeod’s Contribution to Time Series Analysis—A Tribute (Q4976474) (← links)
- Rank-based statistics for testing the whiteness hypothesis of time series (Q5087518) (← links)
- MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES (Q5205276) (← links)
- A Portmanteau Test for ARMA Processes with Infinite Variance (Q5415873) (← links)
- Empirical likelihood-based portmanteau tests for autoregressive moving average models with possible infinite variance innovations (Q6073459) (← links)