The following pages link to WeightedPortTest (Q24357):
Displaying 17 items.
- (Q160302) (redirect page) (← links)
- Sharp minimax tests for large Toeplitz covariance matrices with repeated observations (Q268748) (← links)
- A randomness test for functional panels (Q311801) (← links)
- Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
- A goodness-of-fit test for VARMA\((p, q)\) models (Q1643801) (← links)
- Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems (Q1730697) (← links)
- Data-driven portmanteau tests for time series (Q2084715) (← links)
- The role of uncertainty on agricultural futures markets momentum trading and volatility (Q2697086) (← links)
- ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT (Q2937714) (← links)
- QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES (Q4629565) (← links)
- An Extension of Spatial Dependence Models for Estimating Short-Term Temperature Portfolio Risk (Q4689975) (← links)
- New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing (Q4916512) (← links)
- Rank-based statistics for testing the whiteness hypothesis of time series (Q5087518) (← links)
- Portmanteau tests based on quadratic forms in the autocorrelations (Q5154082) (← links)
- Kernel-based portmanteau diagnostic test for ARMA time series models (Q5193390) (← links)
- A Cauchy estimator test for autocorrelation (Q5220787) (← links)
- Testing for correlation between two time series using a parametric bootstrap (Q5861478) (← links)
