Pages that link to "Item:Q2267596"
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The following pages link to Trimmed portmanteau test for linear processes with infinite variance (Q2267596):
Displayed 6 items.
- Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
- Empirical processes for infinite variance autoregressive models (Q413784) (← links)
- Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors (Q488598) (← links)
- Efficient estimation and variable selection for infinite variance autoregressive models (Q2511112) (← links)
- Rank-based statistics for testing the whiteness hypothesis of time series (Q5087518) (← links)
- A Portmanteau Test for ARMA Processes with Infinite Variance (Q5415873) (← links)