Pages that link to "Item:Q737899"

The following pages link to A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899):

Displaying 16 items.

• A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
• Inference in VARs with conditional heteroskedasticity of unknown form (Q898587) (← links)
• Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors (Q2242146) (← links)
• Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
• Robust adaptive rate-optimal testing for the white noise hypothesis (Q2442454) (← links)
• White noise testing and model diagnostic checking for functional time series (Q2630350) (← links)
• Estimating the variance of a combined forecast: bootstrap-based approach (Q2682957) (← links)
• Parametric Inference in Stationary Time Series Models with Dependent Errors (Q3145568) (← links)
• Dependent Wild Bootstrap for the Empirical Process (Q5251501) (← links)
• Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation (Q5251510) (← links)
• A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
• Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility (Q5860930) (← links)
• A WILD BOOTSTRAP FOR DEPENDENT DATA (Q6042894) (← links)
• Testing the martingale difference hypothesis in high dimension (Q6108287) (← links)
• Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models (Q6115537) (← links)
• Permutation testing for dependence in time series (Q6134630) (← links)