Pages that link to "Item:Q1708359"

The following pages link to Serial independence tests for innovations of conditional mean and variance models (Q1708359):

Displaying 9 items.

• Semi-parametric copula-based models under non-stationarity (Q142233) (← links)
• Change-point problems for multivariate time series using pseudo-observations (Q2057844) (← links)
• Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
• Tests of serial dependence for multivariate time series with arbitrary distributions (Q2079632) (← links)
• Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796) (← links)
• Approximating the null distribution of a class of statistics for testing independence (Q2423537) (← links)
• Editorial (Q5970291) (← links)
• A random walk through Canadian contributions on empirical processes and their applications in probability and statistics (Q6059414) (← links)
• Tests of independence and randomness for arbitrary data using copula-based covariances (Q6200949) (← links)