Pages that link to "Item:Q278047"

The following pages link to Generalized spectral tests for the martingale difference hypothesis (Q278047):

Displaying 24 items.

• Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
• Market efficiency of the post communist East European stock markets (Q301211) (← links)
• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
• Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach (Q528171) (← links)
• Tests for \(m\)-dependence based on sample splitting methods (Q528177) (← links)
• Small sample properties of alternative tests for martingale difference hypothesis (Q631280) (← links)
• Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
• A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
• Generalized ARMA models with martingale difference errors (Q888346) (← links)
• Weak convergence of non-stationary multivariate marked processes with applications to martingale testing (Q996976) (← links)
• Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
• Model checks for nonlinear cointegrating regression (Q1739588) (← links)
• Adaptive market hypothesis and evolving predictability of bitcoin (Q1787572) (← links)
• Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
• Estimation of time series models using residuals dependence measures (Q2105206) (← links)
• Data-driven smooth tests for the martingale difference hypothesis (Q2445650) (← links)
• A unified approach to validating univariate and multivariate conditional distribution models in time series (Q2512595) (← links)
• White noise testing and model diagnostic checking for functional time series (Q2630350) (← links)
• A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS (Q2845023) (← links)
• Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes (Q4979076) (← links)
• A new generalized exponentially weighted moving average quantile model and its statistical inference (Q6090552) (← links)
• SYMARFIMA: a dynamical model for conditionally symmetric time series with long range dependence mean structure (Q6101690) (← links)
• Testing the martingale difference hypothesis in high dimension (Q6108287) (← links)