Pages that link to "Item:Q2442454"
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The following pages link to Robust adaptive rate-optimal testing for the white noise hypothesis (Q2442454):
Displaying 7 items.
- Data-driven portmanteau tests for time series (Q2084715) (← links)
- Testing discrete-valued time series for whiteness (Q2301074) (← links)
- Modelling financial time series based on heavy-tailed market microstructure models with scale mixtures of normal distributions (Q5027559) (← links)
- A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
- A frequency-domain test for multivariate white noise (Q6537377) (← links)
- White noise testing using wavelets (Q6537811) (← links)
- A simple portmanteau test with data-driven truncation point (Q6567422) (← links)
