The following pages link to (Q4821817):
Displaying 50 items.
- Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
- A randomness test for functional panels (Q311801) (← links)
- Test of independence for functional data (Q391591) (← links)
- Robust modelling of periodic vector autoregressive time series (Q466531) (← links)
- Spectral domain diagnostics for testing model proximity and disparity in time series data (Q537343) (← links)
- Dynamic modeling of mean-reverting spreads for statistical arbitrage (Q545522) (← links)
- On multiplicative seasonal modelling for vector time series (Q731947) (← links)
- On the asymptotic distribution of residual autocovariances in VARX models with applications (Q820209) (← links)
- Testing for independence between functional time series (Q888330) (← links)
- A new hyperbolic GARCH model (Q888335) (← links)
- Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971) (← links)
- On robust forecasting in dynamic vector time series models (Q951052) (← links)
- Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations (Q962278) (← links)
- A local spectral approach for assessing time series model misspecification (Q1002344) (← links)
- Improved Peňa-Rodriguez portmanteau test (Q1010524) (← links)
- Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (Q1010560) (← links)
- Computing and using residuals in time series models (Q1023503) (← 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)
- Discussion on the paper ``Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach'' (Q1042937) (← links)
- Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
- On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method (Q1615242) (← links)
- Extended causal modeling to assess partial directed coherence in multiple time series with significant instantaneous interactions (Q1631752) (← links)
- A goodness-of-fit test for VARMA\((p, q)\) models (Q1643801) (← links)
- Wild bootstrap Ljung-Box test for cross correlations of multivariate time series (Q1672587) (← links)
- The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184) (← links)
- Goodness-of-fit tests for Log-GARCH and EGARCH models (Q1708360) (← links)
- Diagnostic check for heavy tail in linear time series (Q1731253) (← links)
- A new look at portmanteau tests (Q1744726) (← links)
- On the estimation and diagnostic checking of the ARFIMA-HYGARCH model (Q1927143) (← links)
- Portmanteau test for the asymmetric power GARCH model when the power is unknown (Q2151687) (← links)
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models (Q2165839) (← links)
- Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
- Trimmed portmanteau test for linear processes with infinite variance (Q2267596) (← links)
- On testing for high-dimensional white noise (Q2284378) (← links)
- Evaluating vector multiplicative error models with the Hosking-Ljung-Box Portmanteau test and kernel-based test statistics (Q2322052) (← links)
- Mixed portmanteau test for diagnostic checking of time series models (Q2336523) (← links)
- Goodness-of-fit tests for vector autoregressive models in time series (Q2379236) (← links)
- On testing for serial correlation of unknown form using wavelet thresholding (Q2445707) (← links)
- A goodness-of-fit process for ARMA(\(p\),\(q\)) models based on a modified residual autocorrelation sequence (Q2643283) (← links)
- On portmanteau-type tests for nonlinear multivariate time series (Q2692931) (← links)
- Multivariate Markov-switching score-driven models: an application to the global crude oil market (Q2700546) (← links)
- On testing for independence between the innovations of several time series (Q2856550) (← links)
- Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications (Q2864627) (← links)
- Improved multivariate portmanteau test (Q2930880) (← links)
- On modelling and diagnostic checking of vector periodic autoregressive time series models (Q3077642) (← links)
- Selecting nonlinear time series models using information criteria (Q3077654) (← links)
- On multiple portmanteau tests (Q3077660) (← links)
- The LASSO Method for Bilinear Time Series Models (Q3178511) (← links)
- Asymptotic variance–covariance matrix of sample autocorrelations for threshold-asymmetric GARCH processes (Q3396477) (← links)
- Portmanteau tests for ARMA models with infinite variance (Q3552840) (← links)
