Pages that link to "Item:Q1841190"
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The following pages link to Spectral tests of the martingale hypothesis under conditional heteroscedasticity (Q1841190):
Displayed 30 items.
- Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
- A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
- A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
- Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (Q899521) (← links)
- Weak convergence of non-stationary multivariate marked processes with applications to martingale testing (Q996976) (← links)
- Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
- Testing the martingale restriction for option implied densities (Q1025613) (← links)
- Model checks for nonlinear cointegrating regression (Q1739588) (← links)
- Testing for parameter instability in predictive regression models (Q1745619) (← links)
- Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (Q2294518) (← links)
- Testing discrete-valued time series for whiteness (Q2301074) (← links)
- The generalised autocovariance function (Q2346029) (← links)
- Robust adaptive rate-optimal testing for the white noise hypothesis (Q2442454) (← links)
- Constructing smooth tests without estimating the eigenpairs of the limiting process (Q2512599) (← links)
- An automatic portmanteau test for serial correlation (Q2628840) (← links)
- White noise testing and model diagnostic checking for functional time series (Q2630350) (← links)
- A goodness-of-fit process for ARMA(\(p\),\(q\)) models based on a modified residual autocorrelation sequence (Q2643283) (← links)
- TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
- HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT (Q3652625) (← links)
- Testing the Martingale Difference Hypothesis (Q4434414) (← links)
- A Simple Test for White Noise in Functional Time Series (Q4604006) (← links)
- TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS (Q4933583) (← links)
- THE VARIANCE RATIO STATISTIC AT LARGE HORIZONS (Q5438201) (← links)
- A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
- A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
- Fourier–type tests involving martingale difference processes (Q5864443) (← links)
- Inference on co-integration parameters in heteroskedastic vector autoregressions (Q5964751) (← links)
- A new generalized exponentially weighted moving average quantile model and its statistical inference (Q6090552) (← links)
- Testing the martingale difference hypothesis in high dimension (Q6108287) (← links)
- Robust inference on correlation under general heterogeneity (Q6199632) (← links)