Pages that link to "Item:Q4319857"
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The following pages link to A GOODNESS-OF-FIT TEST FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS BASED ON THE STANDARDIZED SAMPLE SPECTRAL DISTRIBUTION OF THE RESIDUALS (Q4319857):
Displaying 10 items.
- Distribution free goodness-of-fit tests for linear processes (Q817984) (← links)
- Spectra of bivariate \(\mathrm{VAR}(p)\) models (Q861224) (← links)
- A goodness-of-fit test for VARMA\((p, q)\) models (Q1643801) (← links)
- Goodness-of-fit tests for Markov Switching VAR models using spectral analysis (Q2123263) (← links)
- The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series (Q2495838) (← links)
- A goodness-of-fit process for ARMA(\(p\),\(q\)) models based on a modified residual autocorrelation sequence (Q2643283) (← links)
- A Test for Spectrum Flatness (Q3505331) (← links)
- A FREQUENCY DOMAIN APPROACH TO LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING AVERAGE MODELS (Q3703145) (← links)
- Goodness‐of‐fit tests of normality for the innovations in ARMA models (Q4677019) (← links)
- Estimating the mean and its effects on Neyman smooth tests of normality for ARMA models (Q5507358) (← links)
