On consistent testing for serial correlation in seasonal time series models (Q5442061): Difference between revisions

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+Tests for white noise against alternatives with both seasonal and nonseasonal serial correlation
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+Testing for Serial Correlation Against an ARMA(1, 1,) Process
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+Testing for serial correlation of unknown form in cointegrated time series models
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+On consistent testing for serial correlation of unknown form in vector time series models.
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+Q4039983
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+Consistent Testing for Serial Correlation of Unknown Form
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+Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Density Approach
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+Q4821817
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+A new test for fourth-order autoregressive disturbances
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+Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models
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+Q3323077
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+Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models
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+Estimation of spectral density for seasonal time series models
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+Measures of Dependence and Tests of Independence
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+“Generalization of the durbin-watson statistic for higher order autoregressive processes
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+Testing for Fourth Order Autocorrelation in Quarterly Regression Equations
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