Pages that link to "Item:Q3632600"
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The following pages link to Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test (Q3632600):
Displayed 11 items.
- Empirical processes for infinite variance autoregressive models (Q413784) (← links)
- Copula-based semiparametric models for multivariate time series (Q443770) (← links)
- Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process (Q907105) (← links)
- Serial independence tests for innovations of conditional mean and variance models (Q1708359) (← links)
- A modified BDS test (Q2006745) (← links)
- Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
- Non parametric portmanteau tests for detecting non linearities in high dimensions (Q2807688) (← links)
- On testing for independence between the innovations of several time series (Q2856550) (← links)
- Diagnostic Tests for Innovations of ARMA Models Using Empirical Processes of Residuals (Q5272951) (← links)
- Discussion of: Brownian distance covariance (Q5966379) (← links)
- Estimation and inference in factor copula models with exogenous covariates (Q6108312) (← links)