Pages that link to "Item:Q1685299"

The following pages link to Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299):

Displaying 4 items.

• Wild bootstrap Ljung-Box test for cross correlations of multivariate time series (Q1672587) (← links)
• Testing for serial independence in vector autoregressive models (Q1757250) (← links)
• On the performance of weighted bootstrapped kernel deconvolution density estimators (Q2208395) (← links)
• Tests for serial correlation in mean and variance of a sequence of time series objects (Q5106791) (← links)