Pages that link to "Item:Q3888402"

The following pages link to The Multivariate Portmanteau Statistic (Q3888402):

Displaying 50 items.

• Autoregressive models for matrix-valued time series (Q109413) (← links)
• Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations (Q111926) (← links)
• Residual autocorrelation testing for vector error correction models (Q278197) (← links)
• A randomness test for functional panels (Q311801) (← links)
• Corrected portmanteau tests for VAR models with time-varying variance (Q391534) (← links)
• Test of independence for functional data (Q391591) (← links)
• Goodness-of-fit tests for random sequences incorporating several components (Q515470) (← 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)
• On multiplicative seasonal modelling for vector time series (Q731947) (← links)
• On covariance function tests used in system identification (Q751604) (← links)
• On the asymptotic distribution of residual autocovariances in VARX models with applications (Q820209) (← links)
• Evaluating multiplicative error models: a residual-based approach (Q830601) (← links)
• Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process (Q907105) (← links)
• A test for the presence of pure feedback in multivariate dynamic stochastic systems (Q912557) (← links)
• Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971) (← links)
• Multivariate portmanteau tests of the adequacy of weak VARMA models. (Q990255) (← links)
• Identification of vector AR models with recursive structural errors using conditional independence graphs (Q998881) (← links)
• Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (Q1010560) (← links)
• Departure from normality of increasing-dimension martingales (Q1012546) (← links)
• Subset selection for vector autoregressive processes using Lasso (Q1023702) (← links)
• On the power transformation of kernel-based tests for serial correlation in vector time series: some finite sample results and a comparison with the bootstrap (Q1023788) (← links)
• Testing causality using efficiently parametrized vector ARMA models (Q1086960) (← links)
• Asymptotically most powerful rank tests for multivariate randomness against serial dependence (Q1262052) (← links)
• Testing for serial correlation in multivariate regression models (Q1305639) (← links)
• On consistent testing for serial correlation of unknown form in vector time series models. (Q1427530) (← links)
• Inference on one-way effect and evidence in Japanese macroeconomic data (Q1586548) (← links)
• Generating beta random numbers and Dirichlet random vectors in R: the package rBeta2009 (Q1621381) (← links)
• A goodness-of-fit test for VARMA\((p, q)\) models (Q1643801) (← links)
• Diagnostic checking of the vector multiplicative error model (Q1660140) (← links)
• Wild bootstrap Ljung-Box test for cross correlations of multivariate time series (Q1672587) (← links)
• A power comparison between autocorrelation based tests (Q1726718) (← links)
• On matricial measures of dependence in vector ARCH models with applications to diagnostic checking (Q1770073) (← links)
• Emerging markets in the global economic network: real(ly) decoupling? (Q1782571) (← links)
• On the asymptotics of residuals in autoregressive moving average processes with one autoregressive unit root (Q1916215) (← links)
• Modelling co-movements and tail dependency in the international stock market via copulae (Q1959136) (← links)
• A residual-based test for multivariate GARCH models using transformed quadratic residuals (Q1984480) (← links)
• Some robust approaches based on copula for monitoring bivariate processes and component-wise assessment (Q2028809) (← links)
• Multivariate portmanteau tests for weak multiplicative seasonal VARMA models (Q2029218) (← links)
• Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
• Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors (Q2242146) (← links)
• On testing for high-dimensional white noise (Q2284378) (← links)
• Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application (Q2284381) (← links)
• Evaluating vector multiplicative error models with the Hosking-Ljung-Box Portmanteau test and kernel-based test statistics (Q2322052) (← links)
• A test for second order stationarity of a multivariate time series (Q2343767) (← links)
• Purchasing power parity between the UK and Germany: the euro era (Q2416085) (← links)
• Testing for serial correlation of unknown form in cointegrated time series models (Q2501358) (← links)
• A goodness-of-fit process for ARMA(\(p\),\(q\)) models based on a modified residual autocorrelation sequence (Q2643283) (← links)
• Capturing common components in high-frequency financial time series: a multivariate stochastic multiplicative error model (Q2654438) (← links)
• Interaction among three substitute products: an extended innovation diffusion model (Q2665006) (← links)