Pages that link to "Item:Q1185208"
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The following pages link to Spectral based testing of the martingale hypothesis (Q1185208):
Displaying 31 items.
- Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
- Change points and temporal dependence in reconstructions of annual temperature: did Europe experience a little ice age? (Q483988) (← links)
- A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
- Parametric and non-parametric approaches in evaluating martingale hypothesis of energy spot markets (Q652875) (← links)
- Time series properties of aggregate output fluctuations (Q685910) (← links)
- Persistence, cointegration, and aggregation. A disaggregated analysis of output fluctuations in the U.S. economy (Q685913) (← links)
- Weak convergence of non-stationary multivariate marked processes with applications to martingale testing (Q996976) (← links)
- Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
- Empirically relevant critical values for hypothesis tests: A bootstrap approach (Q1574222) (← links)
- A goodness-of-fit test for VARMA\((p, q)\) models (Q1643801) (← links)
- Spectral tests of the martingale hypothesis under conditional heteroscedasticity (Q1841190) (← links)
- The generalised autocovariance function (Q2346029) (← links)
- Robust adaptive rate-optimal testing for the white noise hypothesis (Q2442454) (← links)
- Data-driven smooth tests for the martingale difference hypothesis (Q2445650) (← links)
- Constructing smooth tests without estimating the eigenpairs of the limiting process (Q2512599) (← links)
- An automatic portmanteau test for serial correlation (Q2628840) (← links)
- A goodness-of-fit process for ARMA(\(p\),\(q\)) models based on a modified residual autocorrelation sequence (Q2643283) (← links)
- Testing for continuous local martingales using the crossing tree (Q2802751) (← links)
- TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
- A monte carlo analysis of two spectral tests of the martingale hypothesis (Q3598366) (← links)
- A GOODNESS-OF-FIT TEST FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS BASED ON THE STANDARDIZED SAMPLE SPECTRAL DISTRIBUTION OF THE RESIDUALS (Q4319857) (← links)
- Testing the Martingale Difference Hypothesis (Q4434414) (← links)
- Are tightened trading rules always bad? Evidence from the Chinese index futures market (Q5026525) (← links)
- A robust test for serial correlation in panel data models (Q5040543) (← links)
- Detecting Intraday Periodicities with Application to High Frequency Exchange Rates (Q5757826) (← links)
- A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models (Q5863649) (← links)
- Fourier–type tests involving martingale difference processes (Q5864443) (← links)
- Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations (Q5881427) (← links)
- Generalized spectral estimation of the consumption-based asset pricing model (Q5952954) (← links)
- Testing the martingale difference hypothesis in high dimension (Q6108287) (← links)
- White noise testing for functional time series (Q6158229) (← links)
