Pages that link to "Item:Q5430507"
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The following pages link to Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods (Q5430507):
Displaying 5 items.
- A note on Bartlett correction factor for tests on cointegrating relations (Q273759) (← links)
- Wild bootstrap Ljung-Box test for residuals of ARMA models robust to variance change (Q2111948) (← links)
- Testing Conditional Independence Restrictions (Q5080459) (← links)
- Asymptotic refinements of nonparametric bootstrap for quasi‐likelihood ratio tests for classes of extremum estimators (Q5093931) (← links)
- Small sample adjustment for hypotheses testing on cointegrating vectors (Q6581765) (← links)