Pages that link to "Item:Q4012948"
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The following pages link to A NEW DIAGNOSTIC TEST OF MODEL INADEQUACY WHICH USES THE MARTINGALE DIFFERENCE CRITERION (Q4012948):
Displaying 4 items.
- Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
- Falsifying ARCH/GARCH Models Using Bispectral Based Tests (Q3622068) (← links)
- Testing for dependence in the input to a linear time series model (Q4345896) (← links)
- Rank-based tests for autoregressive against bilinear serial dependence (Q4345898) (← links)
