Pages that link to "Item:Q3145568"
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The following pages link to Parametric Inference in Stationary Time Series Models with Dependent Errors (Q3145568):
Displaying 8 items.
- Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations (Q111926) (← links)
- Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval (Q476245) (← links)
- Goodness-of-fit tests for SPARMA models with dependent error terms (Q2151745) (← links)
- Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
- A general approach to the joint asymptotic analysis of statistics from sub-samples (Q2447093) (← links)
- Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms (Q6067649) (← links)
- Portmanteau tests for periodic ARMA models with dependent errors (Q6153720) (← links)
- Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms (Q6158216) (← links)
