Pages that link to "Item:Q3129040"

The following pages link to Inference For Autocorrelations Under Weak Assumptions (Q3129040):

Displaying 50 items.

• Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
• Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations (Q111926) (← links)
• Unit root testing via the stationary bootstrap (Q275254) (← links)
• Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269) (← links)
• Computing and estimating information matrices of weak ARMA models (Q425392) (← links)
• The perils of inferring serial dependence from sample autocorrelations of moving average series (Q452867) (← links)
• Random central limit theorems for linear processes with weakly dependent innovations (Q457302) (← links)
• Multi-scale tests for serial correlation (Q473345) (← links)
• Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (Q485924) (← links)
• A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
• Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms (Q538155) (← links)
• Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors (Q619148) (← links)
• Feature matching in time series modeling (Q635410) (← links)
• TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
• On the range of validity of the autoregressive sieve bootstrap (Q651026) (← links)
• On multivariate associated kernels to estimate general density functions (Q684068) (← links)
• The asymptotic behavior of quadratic forms in \(\varphi\)-mixing random variables (Q732151) (← links)
• A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
• Multivariate versions of Bartlett's formula (Q764471) (← links)
• HAC estimation and strong linearity testing in weak ARMA models (Q860337) (← links)
• Semi-strong linearity testing in linear models with dependent but uncorrelated errors (Q893971) (← links)
• Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971) (← links)
• Comparison of time series using subsampling (Q959346) (← links)
• Minimum distance estimation of GARCH(1,1) models (Q1010531) (← links)
• Aggregation and systematic sampling of periodic ARMA processes (Q1023773) (← links)
• Estimation and forecasting in vector autoregressive moving average models for rich datasets (Q1680191) (← links)
• Testing linear causality in mean when the number of estimated parameters is high (Q1952197) (← links)
• Covariance matrix estimation for estimators of mixing weak ARMA models (Q1970859) (← links)
• Estimation of weak ARMA models with regime changes (Q1984643) (← links)
• Goodness-of-fit tests for SPARMA models with dependent error terms (Q2151745) (← links)
• Parameter estimation and diagnostic tests for INMA(1) processes (Q2177732) (← links)
• Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors (Q2242146) (← links)
• Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
• Local block bootstrap inference for trending time series (Q2392259) (← links)
• Strong invariance principles for dependent random variables (Q2460327) (← links)
• On linear processes with dependent innovations (Q2485859) (← links)
• Distribution-free tests for time series models specification (Q2630201) (← links)
• White noise testing and model diagnostic checking for functional time series (Q2630350) (← links)
• A distance-based test of independence between two multivariate time series (Q2692924) (← links)
• Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models (Q2851994) (← links)
• The autodependogram: a graphical device to investigate serial dependences (Q2930882) (← links)
• Bartlett's formula for a general class of nonlinear processes (Q3077657) (← links)
• TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
• Papers with John (Q3192397) (← links)
• Generalized Variance-Ratio Tests in the Presence of Statistical Dependence (Q3192401) (← links)
• MIXING PROPERTIES OF A GENERAL CLASS OF GARCH(1,1) MODELS WITHOUT MOMENT ASSUMPTIONS ON THE OBSERVED PROCESS (Q3408521) (← links)
• Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate (Q3552858) (← links)
• Testing the Cointegrating Rank with Uncorrelated but Dependent Errors (Q3611808) (← links)
• Adaptive bandwidth choice (Q4470129) (← links)
• A Simple Test for White Noise in Functional Time Series (Q4604006) (← links)