Pages that link to "Item:Q957120"
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The following pages link to A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series (Q957120):
Displaying 6 items.
- Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\) (Q824761) (← links)
- On the power transformation of kernel-based tests for serial correlation in vector time series: some finite sample results and a comparison with the bootstrap (Q1023788) (← links)
- On testing for serial correlation of unknown form using wavelet thresholding (Q2445707) (← links)
- Diagnostic Checking for GARCH-Type Models (Q4921650) (← links)
- Testing for white noise against locally stationary alternatives (Q4969863) (← links)
- Goodness-of-fit tests for \(\beta\)ARMA hydrological time series modeling (Q6626146) (← links)
