Pages that link to "Item:Q5755037"
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The following pages link to Robust<i>M</i>Tests Without Consistent Estimation of the Asymptotic Covariance Matrix (Q5755037):
Displayed 19 items.
- Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations (Q111926) (← links)
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
- Fixed-smoothing asymptotics for time series (Q366976) (← links)
- A tuning parameter free test for properties of space-time covariance functions (Q730823) (← links)
- Robust M tests using kernel-based estimators with bandwidth equal to sample size (Q1934126) (← links)
- Goodness-of-fit tests for SPARMA models with dependent error terms (Q2151745) (← links)
- Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
- Robust adaptive rate-optimal testing for the white noise hypothesis (Q2442454) (← links)
- On a general class of long run variance estimators (Q2446261) (← links)
- Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix (Q2451794) (← links)
- A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests (Q4613928) (← links)
- The Portmanteau Tests and the LM Test for ARMA Models with Uncorrelated Errors (Q4976480) (← links)
- A general approach to conditional moment specification testing with projections (Q5034243) (← links)
- Chi‐squared portmanteau tests for structural VARMA models with uncorrelated errors (Q5397961) (← links)
- A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
- <i>M</i>Tests with a New Normalization Matrix (Q5863556) (← links)
- Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms (Q6067649) (← links)
- Random weighting method for M-test in linear model with dependent errors (Q6118253) (← links)
- Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms (Q6158216) (← links)