An automatic portmanteau test for serial correlation (Q2628840): Difference between revisions

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+Testing the Fit of a Parametric Function
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+Goodness-of-Fit Tests for Parametric Regression Models
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+Data-Driven Smooth Tests When the Hypothesis Is Composite
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+Percentage Points of the Asymptotic Distributions of One and Two Sample Kuiper Statistics for Truncated or Censored Data
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+Data-Driven Version of Neyman's Smooth Test of Fit
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+TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL  DEPENDENCE
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+Correlograms for Non-Stationary Autoregressions
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