Pages that link to "Item:Q3909880"

The following pages link to A test of fit in time series models (Q3909880):

Displaying 15 items.

• ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
• Gaussian inference on certain long-range dependent volatility models (Q1398961) (← links)
• On the integral of the squared periodogram (Q1613586) (← links)
• The generalised autocovariance function (Q2346029) (← links)
• A frequency domain empirical likelihood for short- and long-range dependence (Q2373588) (← links)
• An automatic portmanteau test for serial correlation (Q2628840) (← links)
• ASYMPTOTIC RELATIVE EFFICIENCY OF SOME TESTS OF FIT IN TIME SERIES MODELS (Q3313160) (← links)
• Asymptotic properties of some tests for autocorrelation (Q3713444) (← links)
• Infrence for non-negative autoregressive schemes (Q3740861) (← links)
• The Variance Profile (Q4916499) (← links)
• Spectral methods for small sample time series: A complete periodogram approach (Q5012855) (← links)
• The use of Hurst and effective return in investing (Q5697331) (← links)
• A GENERALIZED PORTMANTEAU GOODNESS-OF-FIT TEST FOR TIME SERIES MODELS (Q5697611) (← links)
• Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty: Formulations and empirical evaluation (Q5864442) (← links)
• Moment bounds and central limit theorem for functions of Gaussian vectors (Q5953869) (← links)