Pages that link to "Item:Q2930880"
From MaRDI portal
The following pages link to Improved multivariate portmanteau test (Q2930880):
Displaying 23 items.
- Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
- Estimation of semivarying coefficient time series models with ARMA errors (Q309731) (← links)
- Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
- Test of independence for functional data (Q391591) (← links)
- Goodness-of-fit tests for random sequences incorporating several components (Q515470) (← links)
- A goodness-of-fit test for VARMA\((p, q)\) models (Q1643801) (← links)
- A simulation algorithm for non-causal VARMA processes (Q2018622) (← links)
- Data-driven portmanteau tests for time series (Q2084715) (← links)
- Clustering time series by linear dependency (Q2329790) (← links)
- On portmanteau-type tests for nonlinear multivariate time series (Q2692931) (← links)
- Tail maximal dependence in bivariate models: estimation and applications (Q2693224) (← links)
- ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT (Q2937714) (← links)
- New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing (Q4916512) (← links)
- Some weighted mixed portmanteau tests for diagnostic checking in linear time series models (Q4960736) (← links)
- Ian McLeod’s Contribution to Time Series Analysis—A Tribute (Q4976474) (← links)
- Diagnostic Checking for Partially Nonstationary Multivariate ARMA Models (Q4976479) (← links)
- A simple nearly unbiased estimator of cross‐covariances (Q4997697) (← links)
- Improved functional portmanteau tests (Q5107400) (← links)
- Kernel-based portmanteau diagnostic test for ARMA time series models (Q5193390) (← links)
- A Cauchy estimator test for autocorrelation (Q5220787) (← links)
- Oracle M‐Estimation for Time Series Models (Q5346585) (← links)
- Testing for correlation between two time series using a parametric bootstrap (Q5861478) (← links)
- New mixed portmanteau tests for time series models (Q6494418) (← links)
