A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES (Q3551020): Difference between revisions

@@ Property / cites work @@
+Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation Approach
+Normal rank
@@ Property / cites work @@
+On Fractionally Integrated Autoregressive Moving-Average Time Series Models With Conditional Heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Optimal Tests of Noncorrelation Between Multivariate Time Series
+Normal rank
@@ Property / cites work @@
+Testing for independence between two covariance stationary time series
+Normal rank
@@ Property / cites work @@
+Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series
+Normal rank
@@ Property / cites work @@
+Q2778406
@@ Property / cites work: Q2778406 / rank @@
+Normal rank
@@ Property / cites work @@
+A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
+Normal rank
@@ Property / cites work @@
+Efficient parameter estimation for self-similar processes
+Normal rank
@@ Property / cites work @@
+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
+Normal rank
@@ Property / cites work @@
+Power Transformations to Induce Normality and their Applications
+Normal rank
@@ Property / cites work @@
+Tests for noncorrelation of two multivariate ARMA time series
+Normal rank
@@ Property / cites work @@
+A GENERALIZED PORTMANTEAU GOODNESS-OF-FIT TEST FOR TIME SERIES MODELS
+Normal rank
@@ Property / cites work @@
+A frequency-domain based test for non-correlation between stationary time series
+Normal rank
@@ Property / cites work @@
+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
+Normal rank
@@ Property / cites work @@
+A Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive Series
+Normal rank
@@ Property / cites work @@
+Estimation of the memory parameter by fitting fractionally differenced autoregressive models
+Normal rank
@@ Property / cites work @@
+On unified model selection for stationary and nonstationary short- and long-memory autoregressive processes
+Normal rank
@@ Property / cites work @@
+Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series
+Normal rank
@@ Property / cites work @@
+Q4682143
@@ Property / cites work: Q4682143 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3323077
@@ Property / cites work: Q3323077 / rank @@
+Normal rank
@@ Property / cites work @@
+Tests for non-correlation of two cointegrated ARMA time series
+Normal rank
@@ Property / cites work @@
+Indirect estimation of ARFIMA and VARFIMA models
@@ Property / cites work: Indirect estimation of ARFIMA and VARFIMA models / rank @@
+Normal rank
@@ Property / cites work @@
+The asymptotic theory of linear time-series models
+Normal rank