Pages that link to "Item:Q5442061"
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The following pages link to On consistent testing for serial correlation in seasonal time series models (Q5442061):
Displaying 6 items.
- On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method (Q1615242) (← links)
- Estimation of spectral density for seasonal time series models (Q1771287) (← links)
- Tests for white noise against alternatives with both seasonal and nonseasonal serial correlation (Q4216700) (← links)
- Parametric and semiparametric approaches to testing for seasonal trend in serial count data (Q5701146) (← links)
- Testing for periodic autocorrelations in seasonal time series data (Q5748781) (← links)
- Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms (Q6067649) (← links)