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 50 items.
- (Q2971502) (← links)
- Identification of TAR models using recursive estimation (Q3018537) (← links)
- Model validity tests for non-linear signal processing applications (Q3361764) (← links)
- Nonlinearity and Endogeneity in Macro-Asset Pricing (Q3368208) (← links)
- On the Performance of Popular Unit-Root Tests Against Various Nonlinear Dynamic Models: A Simulation Study (Q3378027) (← links)
- TESTING FOR NONLINEARITY & MODELING VOLATILITY IN EMERGING CAPITAL MARKETS: THE CASE OF TUNISIA (Q3421822) (← links)
- A statistic to check model adequacy in time series (Q3474137) (← links)
- A Test for Spectrum Flatness (Q3505331) (← links)
- ESTIMATION IN CONTINUOUS-TIME STOCHASTIC VOLATILITY MODELS USING NONLINEAR FILTERS (Q3523558) (← links)
- Testing for volatility interactions in the Constant Conditional Correlation GARCH model (Q3566443) (← links)
- Nonlinearity tests in time series analysis (Q3598310) (← links)
- An Alternative Methodology for Combining Different Forecasting Models (Q3604103) (← links)
- An empirical re-examination of the dividend–investment relation (Q3605225) (← links)
- Modelling Multivariate Volatilities via Conditionally Uncorrelated Components (Q3631467) (← links)
- Modelling the persistence of conditional variances (Q3756387) (← links)
- (Q4212940) (← links)
- A diagnostic statistic for functional-coefficient autoregressive models (Q4216592) (← links)
- Measures of Dependence and Tests of Independence (Q4337772) (← links)
- Distribution of the cross‐correlations of squared residuals in ARIMA models (Q4344824) (← links)
- Testing for dependence in the input to a linear time series model (Q4345896) (← links)
- Testing for conditional heteroscedasticity: some monte carlo results (Q4345966) (← links)
- ON THE CONDITIONAL HOMOSCEDASTICITY TEST IN AUTOREGRESSIVE MODEL WITH ARCH ERROR (Q4449054) (← links)
- 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)
- Applications of Methods and Algorithms of Nonlinear Dynamics in Economics and Finance (Q4562457) (← links)
- DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS (Q4562549) (← 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)
- A spectral density test for whiteness (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)
- Generalized autoregressive moving average models with GARCH errors (Q5030955) (← links)
- Tempered fractionally integrated process with stable noise as a transient anomalous diffusion model (Q5049923) (← links)
- ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION (Q5051518) (← links)
- The use of aggregate time series for testing conditional heteroscedasticity (Q5058308) (← links)
- Consistent GMM Residuals-Based Tests of Functional Form (Q5080550) (← links)
- Improved functional portmanteau tests (Q5107400) (← links)
- A cointegration analysis of crime, economic activity, and police performance in São Paulo city (Q5129097) (← links)
- Extreme values identification in regression using a peaks-over-threshold approach (Q5130174) (← links)
- Tests for conditional heteroscedasticity of functional data (Q5135320) (← links)
- Kernel-based portmanteau diagnostic test for ARMA time series models (Q5193390) (← links)
- On testing for causality in variance between two multivariate time series (Q5218935) (← links)
- STATISTICAL INFERENCE FOR MEASUREMENT EQUATION SELECTION IN THE LOG-REALGARCH MODEL (Q5243485) (← 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)