Pages that link to "Item:Q275269"
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The following pages link to Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269):
Displaying 29 items.
- Multi-scale tests for serial correlation (Q473345) (← links)
- A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
- Moment condition tests for heavy tailed time series (Q528143) (← links)
- A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
- Using bootstrap methods to obtain non-normality robust Chow prediction tests. (Q1608849) (← links)
- Wild bootstrap Ljung-Box test for cross correlations of multivariate time series (Q1672587) (← links)
- Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
- Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality (Q2227063) (← links)
- An automatic portmanteau test for serial correlation (Q2628840) (← links)
- On the distribution of the sample autocorrelation coefficients (Q2630152) (← links)
- White noise testing and model diagnostic checking for functional time series (Q2630350) (← links)
- TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
- A Consistent Test for Multivariate Conditional Distributions (Q3168910) (← links)
- Papers with John (Q3192397) (← links)
- Falsifying ARCH/GARCH Models Using Bispectral Based Tests (Q3622068) (← links)
- Testing autocorrelation and partial autocorrelation: Asymptotic methods versus resampling techniques (Q4638776) (← links)
- ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION (Q5051518) (← links)
- A computational bootstrap procedure to compare two dependent time series (Q5107496) (← links)
- An Asymptotic <i>F</i> Test for Uncorrelatedness in the Presence of Time Series Dependence (Q5121010) (← links)
- A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
- Fourier–type tests involving martingale difference processes (Q5864443) (← links)
- A portmanteau-type test for detecting serial correlation in locally stationary functional time series (Q6166015) (← links)
- Robust inference on correlation under general heterogeneity (Q6199632) (← links)
- Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity (Q6573706) (← links)
- Bootstrap Tests for High-Dimensional White-Noise (Q6586904) (← links)
- A Simple Asymptotically <i>F</i>-Distributed Portmanteau Test for Diagnostic Checking of Time Series Models With Uncorrelated Innovations (Q6620880) (← links)
- Multifrequency-Band Tests for White Noise Under Heteroscedasticity (Q6620903) (← links)
- On testing for the equality of autocovariance in time series (Q6626406) (← links)
- Reprint of: Robust inference on correlation under general heterogeneity (Q6664646) (← links)
