Pages that link to "Item:Q3168873"
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The following pages link to TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873):
Displayed 7 items.
- Large sample behaviour of high dimensional autocovariance matrices (Q282456) (← links)
- Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
- A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← 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)
- A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach (Q2852494) (← links)
- ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT (Q2937714) (← links)