Pages that link to "Item:Q3779618"
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The following pages link to A goodness-of-fit test in robust time series modelling (Q3779618):
Displaying 8 items.
- On robust testing for conditional heteroscedasticity in time series models (Q956923) (← links)
- Robust goodness-of-fit tests for \(\text{AR} (p)\) models based on \(L_1\)-norm fitting (Q1305566) (← links)
- On portmanteau goodness-of-fit tests in robust time series modelling (Q1965960) (← links)
- Goodness-of-fit testing for time series models via distance covariance (Q2116320) (← links)
- Simple Robust Tests for Autocorrelated Errors in Time Series Design Intervention Models (Q2921818) (← links)
- Robust Portmanteau TRA Tests and Their Limit Distribution (Q3155367) (← links)
- Sensitivity of the portmanteau statistic in time series modeling (Q4540897) (← links)
- Selecting sub-set autoregressions from outlier contaminated data. (Q5940999) (← links)
