Pages that link to "Item:Q1074278"
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The following pages link to Some robust exact results on sample autocorrelations and tests of randomness (Q1074278):
Displayed 19 items.
- A note on scale mixtures of skew normal distribution (Q947160) (← links)
- Computing moments of ratios of quadratic forms in normal variables (Q951871) (← links)
- On robust testing for conditional heteroscedasticity in time series models (Q956923) (← links)
- A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series (Q957120) (← links)
- Corrigendum to: ``Some robust exact results on sample autocorrelations and tests of randomness'' (Q1122275) (← links)
- The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution (Q1272998) (← links)
- Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process (Q1361564) (← links)
- Comparison of two modified portmanteau tests for model adequacy (Q2563579) (← links)
- Distribution-free tests against serial dependence: Signed or unsigned ranks? (Q2641034) (← links)
- Sampled autocovariance and autocorrelation results for linear time processes (Q3471560) (← links)
- Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process (Q3490806) (← links)
- Generalized portmanteau statistics and tests of randomness (Q3738432) (← links)
- EXACT GENERAL-LAG SERIAL CORRELATION MOMENTS AND APPROXIMATE LOW-LAG PARTIAL CORRELATION MOMENTS FOR GAUSSIAN WHITE NOISE (Q4272774) (← links)
- Measures of Dependence and Tests of Independence (Q4337772) (← links)
- Generalized runs tests for heteroscedastic time series (Q4385705) (← links)
- Kendall's tau for serial dependence (Q4527901) (← links)
- HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES (Q4715704) (← links)
- Portmanteau test for randomness in poisson data (Q4787644) (← links)
- Tests of serial independence based on Kendall's process (Q4801846) (← links)
