Pages that link to "Item:Q2937714"
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The following pages link to ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT (Q2937714):
Displaying 7 items.
- A goodness-of-fit test for VARMA\((p, q)\) models (Q1643801) (← links)
- Data-driven portmanteau tests for time series (Q2084715) (← links)
- Some weighted mixed portmanteau tests for diagnostic checking in linear time series models (Q4960736) (← links)
- Diagnostic Checking for Partially Nonstationary Multivariate ARMA Models (Q4976479) (← links)
- Portmanteau tests based on quadratic forms in the autocorrelations (Q5154082) (← links)
- Kernel-based portmanteau diagnostic test for ARMA time series models (Q5193390) (← links)
- Testing for correlation between two time series using a parametric bootstrap (Q5861478) (← links)
