Pages that link to "Item:Q5121010"
From MaRDI portal
The following pages link to An Asymptotic <i>F</i> Test for Uncorrelatedness in the Presence of Time Series Dependence (Q5121010):
Displaying 5 items.
- Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269) (← links)
- A frequency-domain based test for non-correlation between stationary time series (Q870508) (← links)
- An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation (Q5065204) (← links)
- A heteroskedasticity and autocorrelation robust<i>F</i>test using an orthonormal series variance estimator (Q5093198) (← links)
- A Simple Asymptotically <i>F</i>-Distributed Portmanteau Test for Diagnostic Checking of Time Series Models With Uncorrelated Innovations (Q6620880) (← links)
