The following pages link to (Q4742198):
Displaying 50 items.
- Autoregressive models for matrix-valued time series (Q109413) (← links)
- Residual autocorrelation testing for vector error correction models (Q278197) (← links)
- On high-dimensional sign tests (Q282562) (← links)
- Test of independence for functional data (Q391591) (← links)
- Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms (Q538155) (← links)
- Identifying the finite dimensionality of curve time series (Q620552) (← links)
- On multiplicative seasonal modelling for vector time series (Q731947) (← links)
- On the asymptotic distribution of residual autocovariances in VARX models with applications (Q820209) (← links)
- Evaluating multiplicative error models: a residual-based approach (Q830601) (← links)
- Testing for independence between functional time series (Q888330) (← links)
- Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971) (← links)
- Subset selection for vector autoregressive processes using Lasso (Q1023702) (← links)
- On the power transformation of kernel-based tests for serial correlation in vector time series: some finite sample results and a comparison with the bootstrap (Q1023788) (← links)
- Testing causality using efficiently parametrized vector ARMA models (Q1086960) (← links)
- Multivariate contemporaneous ARMA model with hydrological applications (Q1111834) (← links)
- Testing for serial correlation in multivariate regression models (Q1305639) (← links)
- On consistent testing for serial correlation of unknown form in vector time series models. (Q1427530) (← links)
- Generating beta random numbers and Dirichlet random vectors in R: the package rBeta2009 (Q1621381) (← links)
- A goodness-of-fit test for VARMA\((p, q)\) models (Q1643801) (← links)
- Diagnostic checking of the vector multiplicative error model (Q1660140) (← links)
- Wild bootstrap Ljung-Box test for cross correlations of multivariate time series (Q1672587) (← links)
- On the asymptotics of residuals in autoregressive moving average processes with one autoregressive unit root (Q1916215) (← links)
- Multivariate portmanteau tests for weak multiplicative seasonal VARMA models (Q2029218) (← links)
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models (Q2165839) (← links)
- Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
- On testing for high-dimensional white noise (Q2284378) (← links)
- Evaluating vector multiplicative error models with the Hosking-Ljung-Box Portmanteau test and kernel-based test statistics (Q2322052) (← links)
- Dirichlet ARMA models for compositional time series (Q2359674) (← links)
- Comparison of two modified portmanteau tests for model adequacy (Q2563579) (← links)
- An automatic portmanteau test for serial correlation (Q2628840) (← links)
- Tail maximal dependence in bivariate models: estimation and applications (Q2693224) (← links)
- Buffered vector error-correction models: an application to the U.S. Treasury bond rates (Q2700572) (← links)
- Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications (Q2864627) (← links)
- PORTMANTEAU AUTOCORRELATION TESTS UNDER <i>Q</i> -DEPENDENCE AND HETEROSKEDASTICITY (Q2936570) (← links)
- On modelling and diagnostic checking of vector periodic autoregressive time series models (Q3077642) (← links)
- Tracy–Widom law for the largest eigenvalue of sample covariance matrix generated by VARMA (Q3385481) (← links)
- An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints (Q3552848) (← links)
- On diagnostic checking of the autoregressive conditional intensity model (Q3626377) (← links)
- Distribution of the cross‐correlations of squared residuals in ARIMA models (Q4344824) (← links)
- Tests for noncorrelation of two multivariate ARMA time series (Q4358889) (← links)
- On testing for multivariate ARCH effects in vector time series models (Q4470644) (← links)
- Testing for white noise against locally stationary alternatives (Q4969863) (← links)
- Ian McLeod’s Contribution to Time Series Analysis—A Tribute (Q4976474) (← links)
- Diagnostic Checking for Partially Nonstationary Multivariate ARMA Models (Q4976479) (← links)
- Atmospheric $$\hbox {CO}_2$$ and Global Temperatures: The Strength and Nature of Their Dependence (Q4976487) (← links)
- A simple nearly unbiased estimator of cross‐covariances (Q4997697) (← links)
- Time series models for realized covariance matrices based on the matrix-F distribution (Q5066772) (← links)
- Influential nodes and anomalous topic activities in social networks using multivariate time series and topic modeling (Q5081062) (← links)
- Rank-based statistics for testing the whiteness hypothesis of time series (Q5087518) (← links)
- On hysteretic vector autoregressive model with applications (Q5107318) (← links)
