Pages that link to "Item:Q4167450"

The following pages link to On a measure of lack of fit in time series models (Q4167450):

Displaying 50 items.

• Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations (Q111926) (← links)
• A note on the validity of cross-validation for evaluating autoregressive time series prediction (Q138202) (← links)
• SYMARMA: a new dynamic model for temporal data on conditional symmetric distribution (Q148334) (← links)
• A versatile and robust metric entropy test of time-reversibility, and other hypotheses (Q280218) (← links)
• On high-dimensional sign tests (Q282562) (← links)
• On Fréchet autoregressive conditional duration models (Q282897) (← links)
• A goodness-of-fit test for ARCH(\(\infty\)) models (Q289186) (← links)
• Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
• Correlation testing in time series, spatial and cross-sectional data (Q299248) (← links)
• Discussion: Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301350) (← links)
• Estimation of semivarying coefficient time series models with ARMA errors (Q309731) (← links)
• A randomness test for functional panels (Q311801) (← links)
• Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
• Corrected portmanteau tests for VAR models with time-varying variance (Q391534) (← links)
• Test of independence for functional data (Q391591) (← links)
• Further results on the \(h\)-test of Durbin for stable autoregressive processes (Q391625) (← links)
• Empirical processes for infinite variance autoregressive models (Q413784) (← links)
• The market impact of a limit order (Q433360) (← links)
• Identifying bull and bear markets in Japan (Q436949) (← links)
• Analysis of event-based, single-server nonstationary simulation responses using classical time-series models (Q439566) (← links)
• Multi-scale tests for serial correlation (Q473345) (← links)
• Testing serial independence via density-based measures of divergence (Q479175) (← links)
• Markovianness and conditional independence in annotated bacterial DNA (Q482822) (← links)
• A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
• Fitting a two phase threshold multiplicative error model (Q515143) (← links)
• Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
• Goodness-of-fit tests for random sequences incorporating several components (Q515470) (← links)
• Tests for \(m\)-dependence based on sample splitting methods (Q528177) (← links)
• Spectral domain diagnostics for testing model proximity and disparity in time series data (Q537343) (← links)
• Rényi statistics for testing equality of autocorrelation coefficients (Q537378) (← 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)
• Small sample properties of alternative tests for martingale difference hypothesis (Q631280) (← links)
• A structured variational learning approach for switching latent factor models (Q636175) (← links)
• Change detection for uncertain autoregressive dynamic models through nonparametric estimation (Q670171) (← links)
• Portmanteau tests of randomness and Jenkins' variance-stabilizing transformation (Q672767) (← links)
• Estimating the steady-state mean from short transient simulations (Q706919) (← links)
• A stochastic program with time series and affine decision rules for the reservoir management problem (Q723959) (← links)
• Inconsistency of the MLE and inference based on weighted LS for LARCH models (Q736696) (← links)
• On covariance function tests used in system identification (Q751604) (← links)
• Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883) (← links)
• Distribution free goodness-of-fit tests for linear processes (Q817984) (← links)
• On the asymptotic distribution of residual autocovariances in VARX models with applications (Q820209) (← links)
• Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators (Q834320) (← links)
• Hybridization of intelligent techniques and ARIMA models for time series prediction (Q835085) (← links)
• Resolving the forecasting problems of overshoot and volatility clustering using ANFIS coupling nonlinear heteroscedasticity with quantum tuning (Q835290) (← links)
• The effect of tapering on the semiparametric estimators for nonstationary long memory processes (Q840964) (← links)
• Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions (Q840975) (← links)
• Nonstationary Poisson modeling of Web browsing session arrivals (Q846003) (← links)
• Improving forecasting performance by employing the Taguchi method (Q852977) (← links)