Pages that link to "Item:Q1010524"
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The following pages link to Improved Peňa-Rodriguez portmanteau test (Q1010524):
Displaying 18 items.
- Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
- Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations (Q962278) (← links)
- Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods (Q962330) (← links)
- Partial sums of lagged cross-products of AR residuals and a test for white noise (Q1019485) (← links)
- On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method (Q1615242) (← links)
- Data-driven portmanteau tests for time series (Q2084715) (← links)
- Improved multivariate portmanteau test (Q2930880) (← links)
- ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT (Q2937714) (← links)
- New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing (Q4916512) (← links)
- Some weighted mixed portmanteau tests for diagnostic checking in linear time series models (Q4960736) (← links)
- Ian McLeod’s Contribution to Time Series Analysis—A Tribute (Q4976474) (← links)
- Bimodal Birnbaum–Saunders generalized autoregressive score model (Q5036368) (← links)
- Improved functional portmanteau tests (Q5107400) (← links)
- A Cauchy estimator test for autocorrelation (Q5220787) (← links)
- Testing for correlation between two time series using a parametric bootstrap (Q5861478) (← links)
- Generalized Covariance Estimator (Q6190741) (← links)
- New mixed portmanteau tests for time series models (Q6494418) (← links)
- Goodness-of-fit tests for \(\beta\)ARMA hydrological time series modeling (Q6626146) (← links)
