The following pages link to (Q3925035):
Displaying 13 items.
- Autoregressive models for matrix-valued time series (Q109413) (← links)
- Residual autocorrelation testing for vector error correction models (Q278197) (← links)
- Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms (Q538155) (← links)
- Multivariate portmanteau tests of the adequacy of weak VARMA models. (Q990255) (← links)
- On the power transformation of kernel-based tests for serial correlation in vector time series: some finite sample results and a comparison with the bootstrap (Q1023788) (← links)
- Testing causality using efficiently parametrized vector ARMA models (Q1086960) (← links)
- On consistent testing for serial correlation of unknown form in vector time series models. (Q1427530) (← links)
- Multivariate portmanteau tests for weak multiplicative seasonal VARMA models (Q2029218) (← links)
- Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors (Q2242146) (← links)
- Improved multivariate portmanteau test (Q2930880) (← links)
- A simple nearly unbiased estimator of cross‐covariances (Q4997697) (← links)
- A new diagnostic tool for VARMA(<i>p</i>,<i>q</i>) models (Q5384672) (← links)
- Correcting the bias of the sample cross‐covariance estimator (Q6194051) (← links)
