Pages that link to "Item:Q4323543"

The following pages link to A proposal for a residual autocorrelation test in linear models (Q4323543):

Displaying 29 items.

• Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
• Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\) (Q824761) (← links)
• Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations (Q962278) (← links)
• Partial sums of lagged cross-products of AR residuals and a test for white noise (Q1019485) (← links)
• A goodness-of-fit test for VARMA\((p, q)\) models (Q1643801) (← links)
• A new look at portmanteau tests (Q1744726) (← links)
• Data-driven portmanteau tests for time series (Q2084715) (← links)
• Mixed portmanteau test for diagnostic checking of time series models (Q2336523) (← links)
• The multiple testing problem for Box-Pierce statistics (Q2452104) (← links)
• The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series (Q2495838) (← links)
• Accounting seasonal nonstationarity in time series models for short-term ozone level forecast (Q2505878) (← links)
• ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT (Q2937714) (← links)
• Municipal Water Demand Forecasting: Tools for Intervention Time Series (Q3114567) (← links)
• Portmanteau tests for ARMA models with infinite variance (Q3552840) (← links)
• Partial and inverse autocorrelations in portmanteau-type tests for time series (Q4784256) (← links)
• New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing (Q4916512) (← links)
• Beta seasonal autoregressive moving average models (Q4960734) (← links)
• Some weighted mixed portmanteau tests for diagnostic checking in linear time series models (Q4960736) (← links)
• Bimodal Birnbaum–Saunders generalized autoregressive score model (Q5036368) (← links)
• Rank-based statistics for testing the whiteness hypothesis of time series (Q5087518) (← links)
• Improved functional portmanteau tests (Q5107400) (← links)
• The Autoregressive metric for comparing time series models (Q5148505) (← links)
• Portmanteau tests based on quadratic forms in the autocorrelations (Q5154082) (← links)
• Kernel-based portmanteau diagnostic test for ARMA time series models (Q5193390) (← links)
• A Cauchy estimator test for autocorrelation (Q5220787) (← links)
• A Portmanteau Test for ARMA Processes with Infinite Variance (Q5415873) (← links)
• Testing non-parametric hypotheses for stationary processes by estimating minimal distances (Q5495691) (← links)
• Diagnostic test for unstable autoregressive models (Q5758158) (← links)
• Inflated beta autoregressive moving average models (Q6103373) (← links)