Pages that link to "Item:Q4506001"

The following pages link to Generalized Spectral Tests for Serial Dependence (Q4506001):

Displaying 28 items.

• Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
• The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
• A non-parametric independence test using permutation entropy (Q292144) (← links)
• Testing serial independence via density-based measures of divergence (Q479175) (← links)
• A flexible semiparametric forecasting model for time series (Q494408) (← links)
• Testing for serial independence of panel errors (Q1623526) (← links)
• Bayesian copula spectral analysis for stationary time series (Q1727902) (← links)
• Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series (Q1795021) (← links)
• Model assessment for time series dynamics using copula spectral densities: a graphical tool (Q2001092) (← links)
• Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
• Tests of serial dependence for multivariate time series with arbitrary distributions (Q2079632) (← links)
• The integrated copula spectrum (Q2112830) (← links)
• Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis (Q2348726) (← links)
• Tests of independence and randomness based on the empirical copula process (Q2387481) (← links)
• Clustering of time series using quantile autocovariances (Q2418275) (← links)
• LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES (Q3168418) (← links)
• Fourier Analysis of Serial Dependence Measures (Q4604007) (← links)
• Tests of serial independence based on Kendall's process (Q4801846) (← links)
• Testing Independence Among a Large Number of High-Dimensional Random Vectors (Q4975402) (← links)
• (Q5690331) (← links)
• A Nonparametric Distribution-Free Test for Serial Independence of Errors (Q5863570) (← links)
• Nonlinear Spectral Analysis: A Local Gaussian Approach (Q5885124) (← links)
• A nonparametric test of serial independence for time series and residuals (Q5960847) (← links)
• A copula spectral test for pairwise time reversibility (Q6133833) (← links)
• Rank-based max-sum tests for mutual independence of high-dimensional random vectors (Q6193027) (← links)
• Testing unconditional and conditional independence via mutual information (Q6199651) (← links)
• Adaptive permutation tests for serial independence (Q6552784) (← links)
• Estimating and Testing Nonlinear Local Dependence Between Two Time Series (Q6634895) (← links)