Pages that link to "Item:Q3168873"

The following pages link to TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873):

Displaying 22 items.

• Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations (Q111926) (← links)
• Large sample behaviour of high dimensional autocovariance matrices (Q282456) (← links)
• Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
• A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
• A white noise test under weak conditions (Q826992) (← links)
• On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method (Q1615242) (← links)
• Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
• Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application (Q2284381) (← links)
• Robust adaptive rate-optimal testing for the white noise hypothesis (Q2442454) (← links)
• White noise testing and model diagnostic checking for functional time series (Q2630350) (← links)
• A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach (Q2852494) (← links)
• ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT (Q2937714) (← links)
• A Simple Test for White Noise in Functional Time Series (Q4604006) (← links)
• Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series (Q4690952) (← links)
• Asymptotic for LS estimators in the EV regression model for dependent errors (Q5020923) (← links)
• An Asymptotic <i>F</i> Test for Uncorrelatedness in the Presence of Time Series Dependence (Q5121010) (← links)
• SEMIPARAMETRIC INDEPENDENCE TESTING FOR TIME SERIES OF COUNTS AND THE ROLE OF THE SUPPORT (Q5205272) (← links)
• Testing the martingale difference hypothesis in high dimension (Q6108287) (← links)
• Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms (Q6158216) (← links)
• White noise testing for functional time series (Q6158229) (← links)
• Optimal estimating function for weak location‐scale dynamic models (Q6176937) (← links)
• Robust inference on correlation under general heterogeneity (Q6199632) (← links)