Pages that link to "Item:Q3321280"
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The following pages link to DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS (Q3321280):
Displayed 18 items.
- On testing for multivariate ARCH effects in vector time series models (Q4470644) (← links)
- A NONPARAMETRIC TEST OF CHANGING CONDITIONAL VARIANCES IN AUTOREGRESSIVE TIME SERIES (Q4540606) (← links)
- ON THE KOLMOGOROV-SMIRNOV TYPE TEST FOR TESTING NONLINEARITY IN TIME SERIES (Q4540722) (← links)
- Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models (Q4898338) (← links)
- New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing (Q4916512) (← links)
- Diagnostic Checking for GARCH-Type Models (Q4921650) (← links)
- (Q4944203) (← links)
- Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance (Q4975562) (← links)
- Ian McLeod’s Contribution to Time Series Analysis—A Tribute (Q4976474) (← links)
- Diagnostic Checking for Weibull Autoregressive Conditional Duration Models (Q4976478) (← links)
- Diagnostic Checking for Partially Nonstationary Multivariate ARMA Models (Q4976479) (← links)
- Detecting volatility persistence in GARCH models in the presence of the leverage effect (Q5247941) (← links)
- Diagnostic Tests for Innovations of ARMA Models Using Empirical Processes of Residuals (Q5272951) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- Measuring the Complexity of Currency Markets by Fractal Dimension Analysis (Q5696868) (← links)
- Diagnostic test for unstable autoregressive models (Q5758158) (← links)
- Genetically evolved models and normality of their fitted residuals (Q5941430) (← links)
- Nonlinear system identification and fault diagnosis using a new GUI interpretation tool (Q5960772) (← links)