Pages that link to "Item:Q5272951"
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The following pages link to Diagnostic Tests for Innovations of ARMA Models Using Empirical Processes of Residuals (Q5272951):
Displaying 7 items.
- Copula-based dynamic models for multivariate time series (Q123371) (← links)
- Empirical processes for infinite variance autoregressive models (Q413784) (← links)
- Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations (Q962278) (← links)
- Serial independence tests for innovations of conditional mean and variance models (Q1708359) (← links)
- Change-point problems for multivariate time series using pseudo-observations (Q2057844) (← links)
- Wild bootstrap Ljung-Box test for residuals of ARMA models robust to variance change (Q2111948) (← links)
- On partial-sum processes of ARMAX residuals (Q2284371) (← links)
