Testing That a Dependent Process Is Uncorrelated
From MaRDI portal
Publication:4468311
DOI10.1198/016214501753208726zbMath1072.62576OpenAlexW2017759426WikidataQ127770951 ScholiaQ127770951MaRDI QIDQ4468311
Publication date: 10 June 2004
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214501753208726
Related Items
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series, A unified approach to self-normalized block sampling, A general panel break test based on the self-normalization method, Distribution-free tests for time series models specification, Subsampling based inference for \(U\) statistics under thick tails using self-normalization, Optimal difference-based variance estimators in time series: a general framework, Goodness-of-fit tests for SPARMA models with dependent error terms, Testing for Predictability in Financial Returns Using Statistical Learning Procedures, A self-normalizing approach to the specification test of mixed-frequency models, Fixed-smoothing asymptotics for time series, ON SELF-NORMALIZATION FOR CENSORED DEPENDENT DATA, Measuring and comparing risks of different types, Unnamed Item, Improving the bandwidth-free inference methods by prewhitening, A self-normalization test for a change-point in the shape parameter of a gamma distributed sequence, Rank-based change-point analysis for long-range dependent time series, Robust M tests using kernel-based estimators with bandwidth equal to sample size, Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms, Semi-strong linearity testing in linear models with dependent but uncorrelated errors, Adaptive Inference for Change Points in High-Dimensional Data, Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach, Portmanteau tests for periodic ARMA models with dependent errors, Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms, A portmanteau-type test for detecting serial correlation in locally stationary functional time series, Bayesian model selection based on parameter estimates from subsamples, An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence, Testing the structural stability of temporally dependent functional observations and application to climate projections, A self-normalization test for correlation change, Unnamed Item, Robust adaptive rate-optimal testing for the white noise hypothesis, A nonstandard empirical likelihood for time series, Estimation of Slope for Linear Regression Model with Uncertain Prior Information and Student-tError, Hypothesis testing for high-dimensional time series via self-normalization, On a general class of long run variance estimators, A general approach to the joint asymptotic analysis of statistics from sub-samples, Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix, Multi-scale tests for serial correlation, Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval, A bootstrapped spectral test for adequacy in weak ARMA models, Estimating FARIMA models with uncorrelated but non-independent error terms, Self‐normalization for Spatial Data, Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations, A tuning parameter free test for properties of space-time covariance functions, Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test, A simple test of changes in mean in the possible presence of long-range dependence, A bootstrap-assisted spectral test of white noise under unknown dependence, Unsupervised Self-Normalized Change-Point Testing for Time Series, The Portmanteau Tests and the LM Test for ARMA Models with Uncorrelated Errors, A self-normalization break test for correlation matrix, Asymptotic Behavior of Optimal Weighting in Generalized Self‐Normalization for Time Series, Adjusted-range self-normalized confidence interval construction for censored dependent data, A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES, Ratio tests under limiting normality, Testing for correlation between two time series using a parametric bootstrap, MTests with a New Normalization Matrix, Two sample inference for the second-order property of temporally dependent functional data, Parametric Inference in Stationary Time Series Models with Dependent Errors
