Pages that link to "Item:Q5378363"
From MaRDI portal
The following pages link to Bootstrapping the Portmanteau Tests in Weak Auto-Regressive Moving Average Models (Q5378363):
Displayed 18 items.
- Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\) (Q824761) (← links)
- The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184) (← links)
- Strict stationarity testing and GLAD estimation of double autoregressive models (Q2000866) (← links)
- Three-step risk inference in insurance ratemaking (Q2155833) (← links)
- Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors (Q2242146) (← links)
- Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
- Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807) (← links)
- Two-step risk analysis in insurance ratemaking (Q4959365) (← links)
- Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation (Q5111776) (← links)
- A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
- A unified unit root test regardless of intercept (Q6049840) (← links)
- A unit root test for an AR(1) process with AR errors by using random weighted bootstrap (Q6054007) (← links)
- Nonparametric tests for market timing ability using daily mutual fund returns (Q6109940) (← links)
- Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models (Q6115537) (← links)
- Permutation testing for dependence in time series (Q6134630) (← links)
- Diagnostic tests before modeling longitudinal actuarial data (Q6152700) (← links)
- Optimal estimating function for weak location‐scale dynamic models (Q6176937) (← links)
- Test for Zero Mean of Errors In An ARMA-GGARCH Model After Using A Median Inference (Q6185132) (← links)