Pages that link to "Item:Q1084822"

The following pages link to The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model (Q1084822):

Displaying 8 items.

• Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors (Q707402) (← links)
• Time series analysis via rank order theory: Signed-rank tests for ARMA models (Q1182743) (← links)
• Comment on `Adaptive estimation in time series regression models' by D. G. Steigerwald (Q1347094) (← links)
• A robust test for network generated dependence (Q1792482) (← links)
• The Bezoutian, state space realizations and Fisher's information matrix of an ARMA process (Q2497248) (← links)
• Multivariate signed-rank tests in vector autoregressive order identification (Q2503962) (← links)
• ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES (Q3482738) (← links)
• Model selection by multiple test procedures (Q3787284) (← links)