The following pages link to (Q3928869):
Displayed 20 items.
- Autoregressive models for matrix-valued time series (Q109413) (← links)
- Residual autocorrelation testing for vector error correction models (Q278197) (← 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)
- Switching equilibria: the present value model for stock prices revisited (Q953718) (← 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)
- The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model (Q1084822) (← links)
- Testing causality using efficiently parametrized vector ARMA models (Q1086960) (← links)
- Time series analysis via rank order theory: Signed-rank tests for ARMA models (Q1182743) (← 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)
- Generating beta random numbers and Dirichlet random vectors in R: the package rBeta2009 (Q1621381) (← links)
- Modelling co-movements and tail dependency in the international stock market via copulae (Q1959136) (← links)
- A test for second order stationarity of a multivariate time series (Q2343767) (← links)
- Improved multivariate portmanteau test (Q2930880) (← links)
- PORTMANTEAU AUTOCORRELATION TESTS UNDER <i>Q</i> -DEPENDENCE AND HETEROSKEDASTICITY (Q2936570) (← links)
- Localizing ruptures in block stochastic systems (Q3598254) (← links)
- On testing for multivariate ARCH effects in vector time series models (Q4470644) (← links)