Pages that link to "Item:Q3608201"
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The following pages link to An Improvement of the Portmanteau Statistic (Q3608201):
Displaying 14 items.
- Some corrections of the score test statistic for Gaussian ARMA models (Q467896) (← links)
- Generalised portmanteau statistics and tests of randomness: A note on their applications to residuals from a fitted ARMA model (Q900099) (← links)
- On portmanteau goodness-of-fit tests in robust time series modelling (Q1965960) (← links)
- Mixed portmanteau test for diagnostic checking of time series models (Q2336523) (← links)
- The multiple testing problem for Box-Pierce statistics (Q2452104) (← links)
- A goodness-of-fit process for ARMA(\(p\),\(q\)) models based on a modified residual autocorrelation sequence (Q2643283) (← links)
- Systematic approach for portmanteau tests in view of the Whittle likelihood ratio (Q2919539) (← links)
- On multiple portmanteau tests (Q3077660) (← links)
- Diagnostic testing of univariate time series models (Q3804043) (← links)
- Further results on the finite-sample distribution of Monti's portmanteau test for the adequacy of an ARMA (p,q) model (Q4364942) (← links)
- Chi‐squared portmanteau tests for structural VARMA models with uncorrelated errors (Q5397961) (← links)
- Estimating the mean and its effects on Neyman smooth tests of normality for ARMA models (Q5507358) (← links)
- A simple portmanteau test with data-driven truncation point (Q6567422) (← links)
- A Simple Asymptotically <i>F</i>-Distributed Portmanteau Test for Diagnostic Checking of Time Series Models With Uncorrelated Innovations (Q6620880) (← links)
