The following pages link to (Q4194329):
Displayed 41 items.
- A randomness test for functional panels (Q311801) (← links)
- Computing and estimating information matrices of weak ARMA models (Q425392) (← links)
- Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (Q485924) (← links)
- Estimating the asymptotic variance matrix of the QMLE of weak multivariate ARMA models (Q639606) (← links)
- On multiplicative seasonal modelling for vector time series (Q731947) (← links)
- On covariance function tests used in system identification (Q751604) (← links)
- On the asymptotic distribution of residual autocovariances in VARX models with applications (Q820209) (← links)
- A test for the presence of pure feedback in multivariate dynamic stochastic systems (Q912557) (← links)
- Minimum distance estimation of \(k\)-factors GARMA processes (Q958951) (← links)
- Improved Peňa-Rodriguez portmanteau test (Q1010524) (← links)
- Departure from normality of increasing-dimension martingales (Q1012546) (← links)
- Multivariate contemporaneous ARMA model with hydrological applications (Q1111834) (← links)
- Asymptotic distribution of residual autocorrelations from estimation of ARMA processes by Gram-Schmidt orthogonalization (Q1154190) (← links)
- Goodness-of-fit tests for Log-GARCH and EGARCH models (Q1708360) (← links)
- On the asymptotics of residuals in autoregressive moving average processes with one autoregressive unit root (Q1916215) (← links)
- Rank-based partial aurocorrelations are not asymptotically distribution-free (Q1976502) (← links)
- Multivariate portmanteau tests for weak multiplicative seasonal VARMA models (Q2029218) (← links)
- Portmanteau test for the asymmetric power GARCH model when the power is unknown (Q2151687) (← links)
- Mixed portmanteau test for diagnostic checking of time series models (Q2336523) (← links)
- The multiple testing problem for Box-Pierce statistics (Q2452104) (← links)
- A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach (Q2852494) (← links)
- On testing for independence between the innovations of several time series (Q2856550) (← links)
- ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT (Q2937714) (← links)
- On multiple portmanteau tests (Q3077660) (← links)
- DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS (Q3321280) (← links)
- On diagnostic checking of the autoregressive conditional intensity model (Q3626377) (← links)
- (Q4212940) (← links)
- Distribution of the cross‐correlations of squared residuals in ARIMA models (Q4344824) (← links)
- Some weighted mixed portmanteau tests for diagnostic checking in linear time series models (Q4960736) (← links)
- Ian McLeod’s Contribution to Time Series Analysis—A Tribute (Q4976474) (← links)
- Diagnostic Checking for Partially Nonstationary Multivariate ARMA Models (Q4976479) (← links)
- The Portmanteau Tests and the LM Test for ARMA Models with Uncorrelated Errors (Q4976480) (← links)
- A Portmanteau Test for Smooth Transition Autoregressive Models (Q5135319) (← links)
- Portmanteau tests based on quadratic forms in the autocorrelations (Q5154082) (← links)
- A Cauchy estimator test for autocorrelation (Q5220787) (← links)
- A new diagnostic tool for VARMA(<i>p</i>,<i>q</i>) models (Q5384672) (← links)
- Chi‐squared portmanteau tests for structural VARMA models with uncorrelated errors (Q5397961) (← links)
- Asymptotic behaviour of the portmanteau tests in an integer-valued AR model (Q6050679) (← links)
- Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms (Q6067649) (← links)
- Portmanteau test for a class of multivariate asymmetric power GARCH model (Q6134641) (← links)
- White noise testing for functional time series (Q6158229) (← links)