Pages that link to "Item:Q3321280"
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The following pages link to DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS (Q3321280):
Displaying 50 items.
- Generating schemes for long memory processes: regimes, aggregation and linearity (Q265026) (← links)
- On Fréchet autoregressive conditional duration models (Q282897) (← links)
- Testing for multivariate volatility functions using minimum volume sets and inverse regression (Q299269) (← links)
- Estimation of semivarying coefficient time series models with ARMA errors (Q309731) (← links)
- Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
- Empirical processes for infinite variance autoregressive models (Q413784) (← links)
- Long-term forecasting of time series based on linear fuzzy information granules and fuzzy inference system (Q505247) (← links)
- Spurious regression (Q609686) (← links)
- A low-dimension portmanteau test for non-linearity (Q736672) (← links)
- Inconsistency of the MLE and inference based on weighted LS for LARCH models (Q736696) (← links)
- On the least squares estimation of multiple-regime threshold autoregressive models (Q738149) (← links)
- Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\) (Q824761) (← links)
- The choice of time interval in seasonal adjustment: a heuristic approach (Q849869) (← links)
- Specification tests of calibrated option pricing models (Q888333) (← links)
- Asymptotic inference in multiple-threshold double autoregressive models (Q888334) (← links)
- Generalized ARMA models with martingale difference errors (Q888346) (← links)
- On robust testing for conditional heteroscedasticity in time series models (Q956923) (← links)
- An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment (Q959305) (← links)
- Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations (Q962278) (← links)
- Testing for nonlinearity in time series: the method of surrogate data (Q994938) (← links)
- Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (Q1010560) (← links)
- Power of the Lagrange multiplier test for certain subdiagonal bilinear models (Q1126139) (← links)
- Nonlinearity tests for bilinear systems (Q1196872) (← links)
- Stochastic modeling of security returns: Evidence from the Helsinki stock exchange (Q1197921) (← links)
- Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests (Q1209888) (← links)
- A comparison of the power of some tests for conditional heteroscedasticity (Q1285811) (← links)
- Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence (Q1299532) (← links)
- Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models (Q1299545) (← links)
- Temporal dependence in asset pricing models (Q1331857) (← links)
- On the robustness of nonlinearity tests to moment condition failure (Q1362039) (← links)
- A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series (Q1380606) (← links)
- Teaching size and power properties of hypothesis tests through simulations (Q1669830) (← links)
- Testing non-linearities in world stock market prices (Q1676594) (← links)
- Serial independence tests for innovations of conditional mean and variance models (Q1708359) (← links)
- A new look at portmanteau tests (Q1744726) (← links)
- Generalized autoregressive conditional heteroscedasticity (Q1821471) (← links)
- Evaluating GARCH models. (Q1858977) (← links)
- A new GUI interpretation tool for the nonlinear frequency response function (Q1867786) (← links)
- On theory testing in econometrics. Modeling with nonexperimental data (Q1893411) (← links)
- A causality-in-variance test and its application to financial market prices (Q1915462) (← links)
- Modeling and pricing long memory in stock market volatility (Q1922362) (← links)
- A note on spurious nonlinear regression (Q1934885) (← links)
- Testing time reversibility without moment restrictions (Q1971793) (← links)
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models (Q2165839) (← links)
- Frequency and severity estimation of cyber attacks using spatial clustering analysis (Q2172027) (← links)
- Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity (Q2255921) (← links)
- Mixed portmanteau test for diagnostic checking of time series models (Q2336523) (← links)
- Non-linear time series clustering based on non-parametric forecast densities (Q2445740) (← links)
- The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series (Q2495838) (← links)
- Reprint of: Generalized autoregressive conditional heteroskedasticity (Q2697962) (← links)
