Pages that link to "Item:Q928971"
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The following pages link to Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971):
Displaying 8 items.
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms (Q538155) (← links)
- Semi-strong linearity testing in linear models with dependent but uncorrelated errors (Q893971) (← 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)
- Improved multivariate portmanteau test (Q2930880) (← links)
- On Estimation of the Bivariate Poisson INAR Process (Q4921576) (← links)
- Diagnostic checking of periodic vector autoregressive time series models with dependent errors (Q6656674) (← links)
