Pages that link to "Item:Q473345"
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The following pages link to Multi-scale tests for serial correlation (Q473345):
Displayed 12 items.
- Multivariate Wavelet Whittle Estimation in Long-range Dependence (Q145476) (← links)
- Long-run wavelet-based correlation for financial time series (Q724160) (← links)
- Improving daily value-at-risk forecasts: the relevance of short-run volatility for regulatory quality assessment (Q1657604) (← links)
- Tests for serial correlation of unknown form in dynamic least squares regression with wavelets (Q1673452) (← links)
- Model-free tests for series correlation in multivariate linear regression (Q2301085) (← links)
- Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the euro area (Q2687894) (← links)
- Amplitude and phase synchronization of European business cycles: a wavelet approach (Q2687895) (← links)
- Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients: detecting switching volatility regimes (Q2691644) (← links)
- Estimation of long memory in volatility using wavelets (Q2691712) (← links)
- Time-varying persistence of inflation: evidence from a wavelet-based approach (Q2691719) (← links)
- Statistical tests of distributional scaling properties for financial return series (Q4554491) (← links)
- On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators (Q4976477) (← links)