Pages that link to "Item:Q4107358"

The following pages link to Distribution of Multivariate White Noise Autocorrelations (Q4107358):

Displaying 11 items.

• A randomness test for functional panels (Q311801) (← links)
• Test of independence for functional data (Q391591) (← links)
• Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms (Q538155) (← links)
• A test for the presence of pure feedback in multivariate dynamic stochastic systems (Q912557) (← 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)
• Asymptotically most powerful rank tests for multivariate randomness against serial dependence (Q1262052) (← 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)
• Evaluating vector multiplicative error models with the Hosking-Ljung-Box Portmanteau test and kernel-based test statistics (Q2322052) (← links)
• ON TESTING FOR SERIAL CORRELATION WITH A WAVELET-BASED SPECTRAL DENSITY ESTIMATOR IN MULTIVARIATE TIME SERIES (Q3408515) (← links)
• White noise testing for functional time series (Q6158229) (← links)