Pages that link to "Item:Q4468411"
From MaRDI portal
The following pages link to A Powerful Portmanteau Test of Lack of Fit for Time Series (Q4468411):
Displayed 35 items.
- A randomness test for functional panels (Q311801) (← links)
- Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
- Test of independence for functional data (Q391591) (← links)
- Empirical processes for infinite variance autoregressive models (Q413784) (← links)
- Spectral domain diagnostics for testing model proximity and disparity in time series data (Q537343) (← links)
- A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series (Q957120) (← links)
- Comparison of time series using subsampling (Q959346) (← links)
- Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations (Q962278) (← links)
- Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods (Q962330) (← links)
- Improved Peňa-Rodriguez portmanteau test (Q1010524) (← links)
- Departure from normality of increasing-dimension martingales (Q1012546) (← links)
- Partial sums of lagged cross-products of AR residuals and a test for white noise (Q1019485) (← links)
- A goodness-of-fit test for VARMA\((p, q)\) models (Q1643801) (← links)
- A new look at portmanteau tests (Q1744726) (← links)
- Clustering time series by linear dependency (Q2329790) (← links)
- Mixed portmanteau test for diagnostic checking of time series models (Q2336523) (← links)
- The multiple testing problem for Box-Pierce statistics (Q2452104) (← links)
- The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series (Q2495838) (← links)
- Improved multivariate portmanteau test (Q2930880) (← links)
- ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT (Q2937714) (← links)
- On multiple portmanteau tests (Q3077660) (← links)
- Municipal Water Demand Forecasting: Tools for Intervention Time Series (Q3114567) (← links)
- Portmanteau tests for ARMA models with infinite variance (Q3552840) (← 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)
- Testing for white noise against locally stationary alternatives (Q4969863) (← links)
- Diagnostic Checking for Partially Nonstationary Multivariate ARMA Models (Q4976479) (← links)
- Portmanteau tests based on quadratic forms in the autocorrelations (Q5154082) (← links)
- Kernel-based portmanteau diagnostic test for ARMA time series models (Q5193390) (← links)
- A Cauchy estimator test for autocorrelation (Q5220787) (← links)
- A Portmanteau Test for ARMA Processes with Infinite Variance (Q5415873) (← links)
- Effects of outliers on the identification and estimation of GARCH models (Q5430496) (← links)
- Testing non-parametric hypotheses for stationary processes by estimating minimal distances (Q5495691) (← links)
- Diagnostic test for unstable autoregressive models (Q5758158) (← links)
- Testing for correlation between two time series using a parametric bootstrap (Q5861478) (← links)