Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations (Q111926): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/01621459.2017.1380030
+Normal rank
@@ Property / OpenAlex ID @@
+W2760347362
@@ Property / OpenAlex ID: W2760347362 / rank @@
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Consistent autoregressive spectral estimates
@@ Property / cites work: Consistent autoregressive spectral estimates / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms
+Normal rank
@@ Property / cites work @@
+Estimating structural VARMA models with uncorrelated but non-independent error terms
+Normal rank
@@ Property / cites work @@
+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
+Normal rank
@@ Property / cites work @@
+Distribution of Residual Autocorrelations in Multiple Autoregressive Schemes
+Normal rank
@@ Property / cites work @@
+Q4214054
@@ Property / cites work: Q4214054 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic distributions for quasi-efficient estimators in echelon VARMA models
+Normal rank
@@ Property / cites work @@
+Diagnostic Checking in ARMA Models With Uncorrelated Errors
+Normal rank
@@ Property / cites work @@
+Estimating linear representations of nonlinear processes
+Normal rank
@@ Property / cites work @@
+The Identification and Parameterization of Armax and State Space Forms
+Normal rank
@@ Property / cites work @@
+Consistent Testing for Serial Correlation of Unknown Form
+Normal rank
@@ Property / cites work @@
+The Multivariate Portmanteau Statistic
@@ Property / cites work: The Multivariate Portmanteau Statistic / rank @@
+Normal rank
@@ Property / cites work @@
+Computing the distribution of quadratic forms in normal variables
+Normal rank
@@ Property / cites work @@
+Robust<i>M</i>Tests Without Consistent Estimation of the Asymptotic Covariance Matrix
+Normal rank
@@ Property / cites work @@
+On a measure of lack of fit in time series models
@@ Property / cites work: On a measure of lack of fit in time series models / rank @@
+Normal rank
@@ Property / cites work @@
+Testing That a Dependent Process Is Uncorrelated
@@ Property / cites work: Testing That a Dependent Process Is Uncorrelated / rank @@
+Normal rank
@@ Property / cites work @@
+TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL  DEPENDENCE
+Normal rank
@@ Property / cites work @@
+Q5312885
@@ Property / cites work: Q5312885 / rank @@
+Normal rank
@@ Property / cites work @@
+Exact maximum likelihood estimation of structured or unit root multivariate time series models
+Normal rank
@@ Property / cites work @@
+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
+Normal rank
@@ Property / cites work @@
+Elements of multivariate time series analysis.
@@ Property / cites work: Elements of multivariate time series analysis. / rank @@
+Normal rank
@@ Property / cites work @@
+Inference For Autocorrelations Under Weak Assumptions
+Normal rank
@@ Property / cites work @@
+A Self-Normalized Approach to Confidence Interval Construction in Time Series
+Normal rank
@@ Property / cites work @@
+Corrigendum: A Self-Normalized Approach to Confidence Interval Construction in Time Series
+Normal rank
@@ Property / cites work @@
+TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS
+Normal rank
@@ Property / cites work @@
+Parametric Inference in Stationary Time Series Models with Dependent Errors
+Normal rank
@@ Property / cites work @@
+Self-Normalization for Time Series: A Review of Recent Developments
+Normal rank
@@ Property / cites work @@
+A bootstrapped spectral test for adequacy in weak ARMA models
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:111926