Pages that link to "Item:Q111926"

The following pages link to Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations (Q111926):

Displayed 15 items.

• weakARMA (Q111927) ‎ (← links)
• A power comparison between autocorrelation based tests (Q1726718) ‎ (← links)
• Functional GARCH models: the quasi-likelihood approach and its applications (Q1740298) ‎ (← links)
• Estimation of weak ARMA models with regime changes (Q1984643) ‎ (← links)
• Multivariate portmanteau tests for weak multiplicative seasonal VARMA models (Q2029218) ‎ (← links)
• Portmanteau test for the asymmetric power GARCH model when the power is unknown (Q2151687) ‎ (← links)
• Goodness-of-fit tests for SPARMA models with dependent error terms (Q2151745) ‎ (← links)
• Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) ‎ (← links)
• Estimating weak periodic vector autoregressive time series (Q6064239) ‎ (← links)
• Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms (Q6067649) ‎ (← links)
• Portmanteau test for a class of multivariate asymmetric power GARCH model (Q6134641) ‎ (← links)
• Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach (Q6152637) ‎ (← links)
• Portmanteau tests for periodic ARMA models with dependent errors (Q6153720) ‎ (← links)
• Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms (Q6158216) ‎ (← links)
• Optimal estimating function for weak location‐scale dynamic models (Q6176937) ‎ (← links)