Pages that link to "Item:Q5859558"
From MaRDI portal
The following pages link to A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558):
Displaying 7 items.
- Local power of consistent tests for serial correlation against the nearly integrated, nearly white noise process (Q969469) (← links)
- TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
- Extremal Dependence-Based Specification Testing of Time Series (Q6190738) (← links)
- A simple portmanteau test with data-driven truncation point (Q6567422) (← links)
- Bootstrap Tests for High-Dimensional White-Noise (Q6586904) (← links)
- ARMA model checking with data-driven portmanteau tests (Q6596734) (← links)
- Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data (Q6631682) (← links)