Pages that link to "Item:Q3738432"

The following pages link to Generalized portmanteau statistics and tests of randomness (Q3738432):

Displaying 23 items.

• The quantilogram: with an application to evaluating directional predictability (Q288359) (← links)
• Portmanteau tests of randomness and Jenkins' variance-stabilizing transformation (Q672767) (← links)
• Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\) (Q824761) (← links)
• Generalised portmanteau statistics and tests of randomness: A note on their applications to residuals from a fitted ARMA model (Q900099) (← links)
• On robust testing for conditional heteroscedasticity in time series models (Q956923) (← links)
• A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series (Q957120) (← links)
• Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process (Q1361564) (← links)
• A test for randomness against ARMA alternatives. (Q1877528) (← links)
• Data-driven portmanteau tests for time series (Q2084715) (← links)
• Testing serial correlations in high-dimensional time series via extreme value theory (Q2305977) (← links)
• Comparison of two modified portmanteau tests for model adequacy (Q2563579) (← links)
• On the distribution of the sample autocorrelation coefficients (Q2630152) (← links)
• Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process (Q3490806) (← links)
• LINEAR AND QUADRATIC SERIAL RANK TESTS FOR RANDOMNESS AGAINST SERIAL DEPENDENCE (Q3810746) (← links)
• Measures of Dependence and Tests of Independence (Q4337772) (← links)
• HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES (Q4715704) (← links)
• Partial and inverse autocorrelations in portmanteau-type tests for time series (Q4784256) (← links)
• Portmanteau test for randomness in poisson data (Q4787644) (← links)
• Testing for stability based on the empirical characteristic funstion with applications to financial data (Q4949760) (← links)
• Ian McLeod’s Contribution to Time Series Analysis—A Tribute (Q4976474) (← links)
• Rank-based statistics for testing the whiteness hypothesis of time series (Q5087518) (← links)
• A method for fitting stable autoregressive models using the autocovariation function (Q5952107) (← links)
• Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models (Q6115537) (← links)