Pages that link to "Item:Q4049962"

The following pages link to Distribution of Residual Autocorrelations in Multiple Autoregressive Schemes (Q4049962):

Displaying 22 items.

• Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations (Q111926) (← links)
• Corrected portmanteau tests for VAR models with time-varying variance (Q391534) (← 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)
• Multivariate portmanteau tests of the adequacy of weak VARMA models. (Q990255) (← 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)
• On consistent testing for serial correlation of unknown form in vector time series models. (Q1427530) (← links)
• A goodness-of-fit test for VARMA\((p, q)\) models (Q1643801) (← links)
• A power comparison between autocorrelation based tests (Q1726718) (← links)
• Multivariate portmanteau tests for weak multiplicative seasonal VARMA models (Q2029218) (← links)
• Evaluating vector multiplicative error models with the Hosking-Ljung-Box Portmanteau test and kernel-based test statistics (Q2322052) (← links)
• Improved multivariate portmanteau test (Q2930880) (← links)
• ESTIMATION AND TESTING OF A MULTIVARIATE EXPONENTIAL SMOOTHING MODEL (Q3034708) (← links)
• ON TESTING FOR SERIAL CORRELATION WITH A WAVELET-BASED SPECTRAL DENSITY ESTIMATOR IN MULTIVARIATE TIME SERIES (Q3408515) (← links)
• SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS (Q3729869) (← links)
• On testing for multivariate ARCH effects in vector time series models (Q4470644) (← links)
• EMPIRICAL IDENTIFICATION OF MULTIPLE TIME SERIES (Q4743617) (← links)
• Improved functional portmanteau tests (Q5107400) (← links)
• A new diagnostic tool for VARMA(<i>p</i>,<i>q</i>) models (Q5384672) (← links)
• Chi‐squared portmanteau tests for structural VARMA models with uncorrelated errors (Q5397961) (← links)
• Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors (Q5430508) (← links)
• Checks of model adequacy for univariate time series models and their application to econometric relationships (Q5750232) (← links)