Pages that link to "Item:Q275269"

The following pages link to Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269):

Displaying 16 items.

• Multi-scale tests for serial correlation (Q473345) (← links)
• A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
• Moment condition tests for heavy tailed time series (Q528143) (← links)
• A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
• Using bootstrap methods to obtain non-normality robust Chow prediction tests. (Q1608849) (← links)
• Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
• Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality (Q2227063) (← links)
• An automatic portmanteau test for serial correlation (Q2628840) (← links)
• White noise testing and model diagnostic checking for functional time series (Q2630350) (← links)
• TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
• A Consistent Test for Multivariate Conditional Distributions (Q3168910) (← links)
• Papers with John (Q3192397) (← links)
• Testing autocorrelation and partial autocorrelation: Asymptotic methods versus resampling techniques (Q4638776) (← links)
• An Asymptotic <i>F</i> Test for Uncorrelatedness in the Presence of Time Series Dependence (Q5121010) (← links)
• A portmanteau-type test for detecting serial correlation in locally stationary functional time series (Q6166015) (← links)
• Robust inference on correlation under general heterogeneity (Q6199632) (← links)