Pages that link to "Item:Q4807308"

The following pages link to TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE (Q4807308):

Displaying 37 items.

• Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations (Q111926) (← links)
• Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269) (← links)
• Multi-scale tests for serial correlation (Q473345) (← links)
• A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
• HAC estimation and strong linearity testing in weak ARMA models (Q860337) (← links)
• Bayesian model selection based on parameter estimates from subsamples (Q1950737) (← links)
• Data-driven portmanteau tests for time series (Q2084715) (← links)
• Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors (Q2242146) (← links)
• Robust adaptive rate-optimal testing for the white noise hypothesis (Q2442454) (← links)
• An automatic portmanteau test for serial correlation (Q2628840) (← links)
• White noise testing and model diagnostic checking for functional time series (Q2630350) (← links)
• PORTMANTEAU AUTOCORRELATION TESTS UNDER <i>Q</i> -DEPENDENCE AND HETEROSKEDASTICITY (Q2936570) (← links)
• A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS (Q2937712) (← links)
• TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
• Papers with John (Q3192397) (← links)
• Generalized Variance-Ratio Tests in the Presence of Statistical Dependence (Q3192401) (← links)
• Variable selection in identification of a high dimensional nonlinear non-parametric system (Q3196113) (← links)
• Testing the Martingale Difference Hypothesis (Q4434414) (← links)
• (Q4576409) (← links)
• Testing autocorrelation and partial autocorrelation: Asymptotic methods versus resampling techniques (Q4638776) (← links)
• The Portmanteau Tests and the LM Test for ARMA Models with Uncorrelated Errors (Q4976480) (← links)
• A robust test for serial correlation in panel data models (Q5040543) (← links)
• ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION (Q5051518) (← links)
• An Asymptotic <i>F</i> Test for Uncorrelatedness in the Presence of Time Series Dependence (Q5121010) (← links)
• Chi‐squared portmanteau tests for structural VARMA models with uncorrelated errors (Q5397961) (← links)
• A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
• Fourier–type tests involving martingale difference processes (Q5864443) (← links)
• Permutation testing for dependence in time series (Q6134630) (← links)
• Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms (Q6158216) (← links)
• Robust inference on correlation under general heterogeneity (Q6199632) (← links)
• Robust inference on infinite and growing dimensional time-series regression (Q6536576) (← links)
• On the correlation analysis of stocks with zero returns (Q6554767) (← links)
• Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity (Q6573706) (← links)
• Testing for Uncorrelated Residuals in Dynamic Count Models With an Application to Corporate Bankruptcy (Q6616617) (← links)
• A Simple Asymptotically <i>F</i>-Distributed Portmanteau Test for Diagnostic Checking of Time Series Models With Uncorrelated Innovations (Q6620880) (← links)
• Multifrequency-Band Tests for White Noise Under Heteroscedasticity (Q6620903) (← links)
• Reprint of: Robust inference on correlation under general heterogeneity (Q6664646) (← links)