Pages that link to "Item:Q538155"

The following pages link to Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms (Q538155):

Displaying 20 items.

• Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations (Q111926) (← links)
• Modified Schwarz and Hannan-Quinn information criteria for weak VARMA models (Q300778) (← links)
• Corrected portmanteau tests for VAR models with time-varying variance (Q391534) (← links)
• Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (Q485924) (← links)
• Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\) (Q824761) (← links)
• A new non-linear \(AR(1)\) time series model having approximate beta marginals (Q1938875) (← links)
• Estimation of weak ARMA models with regime changes (Q1984643) (← links)
• Multivariate portmanteau tests for weak multiplicative seasonal VARMA models (Q2029218) (← links)
• Portmanteau test for the asymmetric power GARCH model when the power is unknown (Q2151687) (← links)
• Goodness-of-fit tests for SPARMA models with dependent error terms (Q2151745) (← links)
• Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors (Q2242146) (← links)
• On portmanteau-type tests for nonlinear multivariate time series (Q2692931) (← links)
• Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications (Q2864627) (← links)
• Selection of weak VARMA models by modified Akaike's information criteria (Q2930907) (← links)
• Chi‐squared portmanteau tests for structural VARMA models with uncorrelated errors (Q5397961) (← links)
• (Q6039730) (← links)
• Estimating weak periodic vector autoregressive time series (Q6064239) (← links)
• Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms (Q6067649) (← links)
• Portmanteau test for a class of multivariate asymmetric power GARCH model (Q6134641) (← links)
• Portmanteau tests for periodic ARMA models with dependent errors (Q6153720) (← links)