Pages that link to "Item:Q3552840"
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The following pages link to Portmanteau tests for ARMA models with infinite variance (Q3552840):
Displayed 8 items.
- Empirical processes for infinite variance autoregressive models (Q413784) (← links)
- On model Fitting and estimation of strictly stationary processes (Q1697205) (← links)
- Trimmed portmanteau test for linear processes with infinite variance (Q2267596) (← links)
- M-estimation for general ARMA Processes with Infinite Variance (Q2852629) (← links)
- Improved multivariate portmanteau test (Q2930880) (← links)
- Ian McLeod’s Contribution to Time Series Analysis—A Tribute (Q4976474) (← links)
- MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES (Q5205276) (← links)
- A Portmanteau Test for ARMA Processes with Infinite Variance (Q5415873) (← links)