Pages that link to "Item:Q4385705"

The following pages link to Generalized runs tests for heteroscedastic time series (Q4385705):

Displaying 10 items.

• Simplicial bivariate tests for randomness (Q273769) (← links)
• Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics (Q275245) (← links)
• On high-dimensional sign tests (Q282562) (← links)
• The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
• The quantilogram: with an application to evaluating directional predictability (Q288359) (← links)
• Necessary and sufficient conditions for weak consistency of the median of independent but not identically distributed random variables (Q1807098) (← links)
• Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes (Q1841189) (← links)
• Tests of serial dependence for multivariate time series with arbitrary distributions (Q2079632) (← links)
• Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals (Q2305972) (← links)
• Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form (Q3406052) (← links)