Pages that link to "Item:Q4665834"

The following pages link to Power Transformations to Induce Normality and their Applications (Q4665834):

Displaying 16 items.

• Box-Cox transforms for realized volatility (Q737272) (← links)
• Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations (Q962278) (← 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)
• Tests for serial correlation of unknown form in dynamic least squares regression with wavelets (Q1673452) (← links)
• Parameter estimation for long-memory stochastic volatility at discrete observation (Q1724169) (← links)
• Evaluating vector multiplicative error models with the Hosking-Ljung-Box Portmanteau test and kernel-based test statistics (Q2322052) (← links)
• Singular value decomposition of the third multivariate moment (Q2341887) (← links)
• The generalised autocovariance function (Q2346029) (← links)
• Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth (Q2380085) (← links)
• The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series (Q2495838) (← links)
• Density estimation for power transformations (Q2863034) (← links)
• TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
• A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES (Q3551020) (← links)
• AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM (Q4562558) (← links)
• THE VARIANCE RATIO STATISTIC AT LARGE HORIZONS (Q5438201) (← links)
• White noise testing for functional time series (Q6158229) (← links)