Pages that link to "Item:Q3440748"
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The following pages link to A Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive Series (Q3440748):
Displaying 12 items.
- Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (Q485924) (← links)
- A note on testing hypotheses for stationary processes in the frequency domain (Q643297) (← links)
- Testing for serial independence in vector autoregressive models (Q1757250) (← links)
- (Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models (Q2208685) (← links)
- Testing nonparametric and semiparametric hypotheses in vector stationary processes (Q2482138) (← links)
- A distance-based test of independence between two multivariate time series (Q2692924) (← links)
- A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES (Q3551020) (← links)
- (Q4986371) (← links)
- Most stringent test of independence for time series (Q5083896) (← links)
- Inference about long run canonical correlations (Q5397941) (← links)
- Consistent testing for non‐correlation of two cointegrated ARMA time series (Q5421219) (← links)
- A practical multivariate approach to testing volatility spillover (Q6094458) (← links)
