Q4986371 (Q4986371): Difference between revisions

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+Recent developments in bootstrapping time series
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+A Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive Series
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+A causality-in-variance test and its application to financial market prices
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+Asymptotic theory for multivariate GARCH processes.
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+Applications of distance correlation to time series
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+On U-statistics and v. mise? statistics for weakly dependent processes
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+Q5336643
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+Tests for noncorrelation of two multivariate ARMA time series
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+Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models
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+Algorithmic Learning Theory
@@ Property / cites work: Algorithmic Learning Theory / rank @@
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+Q2896082
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+On asymptotic theory for multivariate GARCH models
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+Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series
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+Optimal Tests of Noncorrelation Between Multivariate Time Series
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+Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation Approach
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+Quasi-likelihood and its application. A general approach to optimal parameter estimation
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+A Class of Statistics with Asymptotically Normal Distribution
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+Testing for independence between two covariance stationary time series
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+A test for volatility spillover with application to exchange rates
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+Q3999009
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+Copula-based multivariate GARCH model with uncorrelated dependent errors
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+Diagnostic checking of nonlinear multivariate time series with multivariate arch errors
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+ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL
@@ Property / cites work: ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL / rank @@
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+Q5312885
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+Residual-Based Block Bootstrap for Unit Root Testing
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+Kernel-Based Tests for Joint Independence
@@ Property / cites work: Kernel-Based Tests for Joint Independence / rank @@
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+Tests for non-correlation of two cointegrated ARMA time series
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+The impact of bootstrap methods on time series analysis
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+Equivalence of distance-based and RKHS-based statistics in hypothesis testing
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+Testing independence and goodness-of-fit in linear models
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+Multivariate GARCH Models
@@ Property / cites work: Multivariate GARCH Models / rank @@
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+A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES
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+Measuring and testing dependence by correlation of distances
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+On testing for causality in variance between two multivariate time series
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+Q2871093
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+Residual‐based diagnostics for conditional heteroscedasticity models
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+Testing Mutual Independence in High Dimension via Distance Covariance
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+Large-scale kernel methods for independence testing
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+Measuring nonlinear dependence in time-series, a distance correlation approach
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