Pages that link to "Item:Q1074278"

The following pages link to Some robust exact results on sample autocorrelations and tests of randomness (Q1074278):

Displaying 20 items.

• Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series (Q269399) (← links)
• Exact permutation tests for non-nested non-linear regression models (Q275249) (← links)
• Testing serial independence via density-based measures of divergence (Q479175) (← links)
• Generalised portmanteau statistics and tests of randomness: A note on their applications to residuals from a fitted ARMA model (Q900099) (← links)
• A note on scale mixtures of skew normal distribution (Q947160) (← links)
• Computing moments of ratios of quadratic forms in normal variables (Q951871) (← links)
• On robust testing for conditional heteroscedasticity in time series models (Q956923) (← links)
• A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series (Q957120) (← links)
• Corrigendum to: ``Some robust exact results on sample autocorrelations and tests of randomness'' (Q1122275) (← links)
• The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution (Q1272998) (← links)
• Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process (Q1361564) (← links)
• A simple R-estimation method for semiparametric duration models (Q2227067) (← links)
• Testing serial correlations in high-dimensional time series via extreme value theory (Q2305977) (← links)
• Spatial circulants, with applications (Q2431580) (← links)
• Comparison of two modified portmanteau tests for model adequacy (Q2563579) (← links)
• On the distribution of the sample autocorrelation coefficients (Q2630152) (← links)
• Distribution-free tests against serial dependence: Signed or unsigned ranks? (Q2641034) (← links)
• Sampled autocovariance and autocorrelation results for linear time processes (Q3471560) (← links)
• HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES (Q4715704) (← links)
• Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models (Q6115537) (← links)