Cited in
(22)- Sharp minimax tests for large Toeplitz covariance matrices with repeated observations
- Kernel-based portmanteau diagnostic test for ARMA time series models
- Rank-based statistics for testing the whiteness hypothesis of time series
- Portmanteau tests based on quadratic forms in the autocorrelations
- An extension of spatial dependence models for estimating short-term temperature portfolio risk
- Rugarch
- tidyquant
- quantilogram
- rdefra
- portes
- ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT
- Diagnostic tests for non-causal time series with infinite variance
- QML inference for volatility models with covariates
- A randomness test for functional panels
- A Cauchy estimator test for autocorrelation
- The role of uncertainty on agricultural futures markets momentum trading and volatility
- New weighted portmanteau statistics for time series goodness of fit testing
- A goodness-of-fit test for VARMA\((p, q)\) models
- Testing for correlation between two time series using a parametric bootstrap
- Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems
- Data-driven portmanteau tests for time series
- HellCor
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