Pages that link to "Item:Q2930880"

The following pages link to Improved multivariate portmanteau test (Q2930880):

Displaying 37 items.

• Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
• Estimation of semivarying coefficient time series models with ARMA errors (Q309731) (← links)
• Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
• Test of independence for functional data (Q391591) (← links)
• Goodness-of-fit tests for random sequences incorporating several components (Q515470) (← links)
• On multiplicative seasonal modelling for vector time series (Q731947) (← links)
• Multivariate portmanteau tests of the adequacy of weak VARMA models. (Q990255) (← links)
• Improved Peňa-Rodriguez portmanteau test (Q1010524) (← links)
• A goodness-of-fit test for VARMA\((p, q)\) models (Q1643801) (← links)
• A power comparison between autocorrelation based tests (Q1726718) (← links)
• A simulation algorithm for non-causal VARMA processes (Q2018622) (← links)
• Multivariate portmanteau tests for weak multiplicative seasonal VARMA models (Q2029218) (← links)
• Data-driven portmanteau tests for time series (Q2084715) (← links)
• Clustering time series by linear dependency (Q2329790) (← links)
• The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series (Q2495838) (← links)
• On portmanteau-type tests for nonlinear multivariate time series (Q2692931) (← links)
• Tail maximal dependence in bivariate models: estimation and applications (Q2693224) (← links)
• Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications (Q2864627) (← links)
• ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT (Q2937714) (← links)
• An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints (Q3552848) (← links)
• (Q3621471) (← links)
• SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS (Q3729869) (← links)
• Diagnostic testing of univariate time series models (Q3804043) (← 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)
• Diagnostic Checking for Partially Nonstationary Multivariate ARMA Models (Q4976479) (← links)
• A simple nearly unbiased estimator of cross‐covariances (Q4997697) (← links)
• Improved functional portmanteau tests (Q5107400) (← links)
• Kernel-based portmanteau diagnostic test for ARMA time series models (Q5193390) (← links)
• A Cauchy estimator test for autocorrelation (Q5220787) (← links)
• Oracle M‐Estimation for Time Series Models (Q5346585) (← links)
• Chi‐squared portmanteau tests for structural VARMA models with uncorrelated errors (Q5397961) (← 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)
• On testing for the equality of autocovariance in time series (Q6626406) (← links)