Pages that link to "Item:Q4366031"
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The following pages link to Testing for Serial Correlation Against an ARMA(1, 1,) Process (Q4366031):
Displaying 9 items.
- Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269) (← links)
- Most mean powerful test of a composite null against a composite alternative (Q957283) (← links)
- Local power of consistent tests for serial correlation against the nearly integrated, nearly white noise process (Q969469) (← links)
- Testing conditional moment restrictions (Q1430924) (← links)
- Market efficiency, asset returns, and the size of the risk premium in global equity markets. (Q1858952) (← links)
- On testing for serial correlation of unknown form using wavelet thresholding (Q2445707) (← links)
- ON TESTING FOR SERIAL CORRELATION WITH A WAVELET-BASED SPECTRAL DENSITY ESTIMATOR IN MULTIVARIATE TIME SERIES (Q3408515) (← links)
- On consistent testing for serial correlation in seasonal time series models (Q5442061) (← links)
- A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
