Pages that link to "Item:Q737899"
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The following pages link to A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899):
Displaying 24 items.
- A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
- A white noise test under weak conditions (Q826992) (← links)
- Inference in VARs with conditional heteroskedasticity of unknown form (Q898587) (← links)
- Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors (Q2242146) (← links)
- Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
- Robust adaptive rate-optimal testing for the white noise hypothesis (Q2442454) (← links)
- White noise testing and model diagnostic checking for functional time series (Q2630350) (← links)
- Estimating the variance of a combined forecast: bootstrap-based approach (Q2682957) (← links)
- Bootstrapping bispectra: an application to testing for departure from Gaussianity of stationary signals (Q2732814) (← links)
- Parametric Inference in Stationary Time Series Models with Dependent Errors (Q3145568) (← links)
- TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
- A Simple Test for White Noise in Functional Time Series (Q4604006) (← links)
- A spectral density test for whiteness (Q4944203) (← links)
- Dependent Wild Bootstrap for the Empirical Process (Q5251501) (← links)
- Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation (Q5251510) (← links)
- A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
- Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility (Q5860930) (← links)
- A WILD BOOTSTRAP FOR DEPENDENT DATA (Q6042894) (← links)
- Testing the martingale difference hypothesis in high dimension (Q6108287) (← links)
- Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models (Q6115537) (← links)
- Permutation testing for dependence in time series (Q6134630) (← links)
- Multifrequency-Band Tests for White Noise Under Heteroscedasticity (Q6620903) (← links)
- Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models (Q6620920) (← links)
- Estimating and testing for smooth structural changes in moment condition models (Q6664671) (← links)
