Pages that link to "Item:Q3408515"
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The following pages link to ON TESTING FOR SERIAL CORRELATION WITH A WAVELET-BASED SPECTRAL DENSITY ESTIMATOR IN MULTIVARIATE TIME SERIES (Q3408515):
Displaying 14 items.
- Multi-scale tests for serial correlation (Q473345) (← links)
- Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698) (← links)
- Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (Q1010560) (← links)
- On the power transformation of kernel-based tests for serial correlation in vector time series: some finite sample results and a comparison with the bootstrap (Q1023788) (← links)
- On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method (Q1615242) (← links)
- Tests for serial correlation of unknown form in dynamic least squares regression with wavelets (Q1673452) (← links)
- Wavelet testing for a replicate-effect within an ordered multiple-trial experiment (Q2157507) (← links)
- Testing serial correlations in high-dimensional time series via extreme value theory (Q2305977) (← links)
- On testing for serial correlation of unknown form using wavelet thresholding (Q2445707) (← links)
- UNIT ROOT TESTS WITH WAVELETS (Q4933581) (← links)
- On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators (Q4976477) (← links)
- Errors-in-variables estimation with wavelets (Q5300753) (← links)
- Tests of Correlation Among Wavelet-Based Estimates for Long Memory Processes (Q5451140) (← links)
- Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models (Q5475053) (← links)
