WeightedPortTest
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Software:24357
swMATH12429CRANWeightedPortTestMaRDI QIDQ24357FDOQ24357
Weighted Portmanteau Tests for Time Series Goodness-of-Fit
Colin M. Gallagher, Thomas J. Fisher
Last update: 24 May 2023
Copyright license: GNU General Public License
Software version identifier: 1.1
Source code repository: https://github.com/cran/WeightedPortTest
Cited In (16)
- Rank-based statistics for testing the whiteness hypothesis of time series
- An Extension of Spatial Dependence Models for Estimating Short-Term Temperature Portfolio Risk
- Sharp minimax tests for large Toeplitz covariance matrices with repeated observations
- Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems
- A goodness-of-fit test for VARMA\((p, q)\) models
- A randomness test for functional panels
- Testing for correlation between two time series using a parametric bootstrap
- Portmanteau tests based on quadratic forms in the autocorrelations
- Data-driven portmanteau tests for time series
- QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES
- ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT
- Kernel-based portmanteau diagnostic test for ARMA time series models
- New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing
- A Cauchy estimator test for autocorrelation
- The role of uncertainty on agricultural futures markets momentum trading and volatility
- Diagnostic tests for non-causal time series with infinite variance
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