Tests for \(m\)-dependence based on sample splitting methods (Q528177): Difference between revisions

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+Bootstrap in moving average models
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+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
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+Sieve bootstrap for time series
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+Q4230831
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+Bootstrap refinements for QML estimators of the GARCH(1,1) parameters
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+An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking
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+Generalized spectral tests for the martingale difference hypothesis
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+A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS
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+Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables
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+BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
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+The jackknife and the bootstrap for general stationary observations
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+On a measure of lack of fit in time series models
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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