Pages that link to "Item:Q4172825"
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The following pages link to Significance levels of the Box-Pierce portmanteau statistic in finite samples (Q4172825):
Displayed 22 items.
- Portmanteau tests of randomness and Jenkins' variance-stabilizing transformation (Q672767) (← links)
- On covariance function tests used in system identification (Q751604) (← links)
- Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process (Q1361564) (← links)
- Fully Bayesian analysis of ARMA time series models (Q1838260) (← links)
- On the residual autocorrelation of the autoregressive conditional duration model (Q1927300) (← links)
- A measure of information and its applications to test for randomness against ARMA alternatives and to goodness-of-fit test (Q1965891) (← links)
- Mixed portmanteau test for diagnostic checking of time series models (Q2336523) (← links)
- Comparison of two modified portmanteau tests for model adequacy (Q2563579) (← links)
- An automatic portmanteau test for serial correlation (Q2628840) (← links)
- On the distribution of the sample autocorrelation coefficients (Q2630152) (← links)
- Model validity tests for non-linear signal processing applications (Q3361764) (← links)
- Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process (Q3490806) (← links)
- A Test for Spectrum Flatness (Q3505331) (← links)
- Asymptotic properties of some tests for autocorrelation (Q3713444) (← links)
- Generalized portmanteau statistics and tests of randomness (Q3738432) (← links)
- Model-structure selection by cross-validation (Q3744063) (← links)
- Sample moments of the autocorrelations of moving average processes and a modification to bartlett'sasymptotic variance formula (Q3886709) (← links)
- (Q4212940) (← links)
- A spectral density test for whiteness (Q4944203) (← links)
- Diagnostic Tests for Innovations of ARMA Models Using Empirical Processes of Residuals (Q5272951) (← links)
- Checks of model adequacy for univariate time series models and their application to econometric relationships (Q5750232) (← links)
- Diagnostic test for unstable autoregressive models (Q5758158) (← links)