Pages that link to "Item:Q4604006"
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The following pages link to A Simple Test for White Noise in Functional Time Series (Q4604006):
Displaying 16 items.
- Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis (Q133693) (← links)
- A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
- A note on the Gamma test analysis of noisy input/output data and noisy time series (Q885903) (← links)
- A test for heteroscedasticity in functional linear models (Q2161025) (← links)
- Multi-population modelling and forecasting life-table death counts (Q2172045) (← links)
- Testing discrete-valued time series for whiteness (Q2301074) (← links)
- White noise testing and model diagnostic checking for functional time series (Q2630350) (← links)
- A new test for whiteness (Q2734346) (← links)
- Examining an irregularly sampled time series for whiteness (Q2766504) (← links)
- TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
- Testing time series for interpolability and whiteness (Q4269982) (← links)
- A spectral density test for whiteness (Q4944203) (← links)
- Testing for high-dimensional white noise using maximum cross-correlations (Q5384447) (← links)
- White noise testing for functional time series (Q6158229) (← links)
- A portmanteau-type test for detecting serial correlation in locally stationary functional time series (Q6166015) (← links)
- Projection-based white noise and goodness-of-fit tests for functional time series (Q6635301) (← links)
