Pages that link to "Item:Q4016229"
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The following pages link to When are Variance Ratio Tests for Serial Dependence Optimal? (Q4016229):
Displayed 8 items.
- Fractional integration and interval prediction (Q1351229) (← links)
- An exact invariant variance ratio test. (Q1605263) (← links)
- GMM tests for the Katz family of distributions (Q1869069) (← links)
- The variance ratio and trend stationary model as extensions of a constrained autoregressive model (Q3065530) (← links)
- ON THE ASYMPTOTIC POWER OF THE VARIANCE RATIO TEST (Q4561951) (← links)
- A GENERALIZED VARIANCE RATIO TEST OF ARIMA (p, 1, q) MODEL SPECIFICATION (Q4855268) (← links)
- THE VARIANCE RATIO STATISTIC AT LARGE HORIZONS (Q5438201) (← links)
- THE VARIANCE RATIO TEST: AN ANALYSIS OF SIZE AND POWER BASED ON A CONTINUOUS-TIME ASYMPTOTIC FRAMEWORK (Q5697615) (← links)