Pages that link to "Item:Q5467593"
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The following pages link to Robust and powerful serial correlation tests with new robust estimates in ARX models (Q5467593):
Displaying 5 items.
- On robust forecasting in dynamic vector time series models (Q951052) (← links)
- On robust testing for conditional heteroscedasticity in time series models (Q956923) (← links)
- A Durbin–Watson serial correlation test for ARX processes via excited adaptive tracking (Q2799302) (← links)
- ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS (Q4807322) (← links)
- Robust parametric tests of constant conditional correlation in a MGARCH model (Q5862487) (← links)