Pages that link to "Item:Q2628840"

The following pages link to An automatic portmanteau test for serial correlation (Q2628840):

Displaying 37 items.

• Multi-scale tests for serial correlation (Q473345) (← links)
• Change points and temporal dependence in reconstructions of annual temperature: did Europe experience a little ice age? (Q483988) (← links)
• A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
• Small sample properties of alternative tests for martingale difference hypothesis (Q631280) (← links)
• A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
• EGARCH models with fat tails, skewness and leverage (Q1623534) (← links)
• Serial independence tests for innovations of conditional mean and variance models (Q1708359) (← links)
• Testing for jumps and jump intensity path dependence (Q1753059) (← links)
• Nonparametric tests for stochastic ordering (Q1946885) (← links)
• Tests of serial dependence for multivariate time series with arbitrary distributions (Q2079632) (← links)
• Data-driven portmanteau tests for time series (Q2084715) (← links)
• Dynamic analysis and image encryption application of a sinusoidal-polynomial composite chaotic system (Q2140049) (← links)
• A test for second order stationarity of a multivariate time series (Q2343767) (← links)
• Stock market contagion: a new approach (Q2416322) (← links)
• Robust adaptive rate-optimal testing for the white noise hypothesis (Q2442454) (← links)
• Data-driven smooth tests for the martingale difference hypothesis (Q2445650) (← links)
• Constructing smooth tests without estimating the eigenpairs of the limiting process (Q2512599) (← links)
• Multivariate Markov-switching score-driven models: an application to the global crude oil market (Q2700546) (← links)
• Fitting non-Gaussian persistent data (Q2862418) (← links)
• PORTMANTEAU AUTOCORRELATION TESTS UNDER <i>Q</i> -DEPENDENCE AND HETEROSKEDASTICITY (Q2936570) (← links)
• Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
• Generalized Variance-Ratio Tests in the Presence of Statistical Dependence (Q3192401) (← links)
• Are tightened trading rules always bad? Evidence from the Chinese index futures market (Q5026525) (← links)
• A robust test for serial correlation in panel data models (Q5040543) (← links)
• A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
• A diagnostic test for specification of copulas under censorship (Q5861008) (← links)
• Testing for correlation between two time series using a parametric bootstrap (Q5861478) (← links)
• Fourier–type tests involving martingale difference processes (Q5864443) (← links)
• Permutation testing for dependence in time series (Q6134630) (← links)
• The tipping point of electricity price attention: when a problem becomes a problem (Q6154266) (← links)
• Anticipating extreme losses using score-driven shape filters (Q6553216) (← links)
• A simple portmanteau test with data-driven truncation point (Q6567422) (← links)
• A new set of tools for goodness-of-fit validation (Q6595791) (← links)
• ARMA model checking with data-driven portmanteau tests (Q6596734) (← links)
• Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk (Q6617769) (← links)
• Multifrequency-Band Tests for White Noise Under Heteroscedasticity (Q6620903) (← links)
• Powerful Backtests for Historical Simulation Expected Shortfall Models (Q6626253) (← links)