Pages that link to "Item:Q4895049"

The following pages link to Consistent Testing for Serial Correlation of Unknown Form (Q4895049):

Displaying 50 items.

• Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations (Q111926) (← links)
• Minimum distance estimation of stationary and non‐stationary ARFIMA processes (Q135663) (← links)
• Bootstrap specification tests for linear covariance stationary processes (Q275265) (← links)
• The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
• Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates (Q289183) (← links)
• Validating forecasts of the joint probability density of bond yields: can affine models beat random walk? (Q291853) (← links)
• Multi-scale tests for serial correlation (Q473345) (← links)
• Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (Q485924) (← links)
• A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
• Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms (Q538155) (← links)
• Distribution free goodness-of-fit tests for linear processes (Q817984) (← links)
• On the asymptotic distribution of residual autocovariances in VARX models with applications (Q820209) (← links)
• A white noise test under weak conditions (Q826992) (← links)
• HAC estimation and strong linearity testing in weak ARMA models (Q860337) (← links)
• Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (Q1010560) (← links)
• Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← 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)
• On consistent testing for serial correlation of unknown form in vector time series models. (Q1427530) (← links)
• Empirically relevant critical values for hypothesis tests: A bootstrap approach (Q1574222) (← links)
• On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method (Q1615242) (← links)
• Tests for serial correlation of unknown form in dynamic least squares regression with wavelets (Q1673452) (← links)
• Data-driven portmanteau tests for time series (Q2084715) (← links)
• Time-invariant restrictions of volatility functionals: efficient estimation and specification tests (Q2182138) (← links)
• Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors (Q2242146) (← links)
• Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
• Evaluating vector multiplicative error models with the Hosking-Ljung-Box Portmanteau test and kernel-based test statistics (Q2322052) (← links)
• The generalised autocovariance function (Q2346029) (← links)
• Evaluating financial time series models for irregularly spaced data: a spectral density approach (Q2384591) (← links)
• Robust adaptive rate-optimal testing for the white noise hypothesis (Q2442454) (← links)
• On testing for serial correlation of unknown form using wavelet thresholding (Q2445707) (← links)
• Testing nonparametric and semiparametric hypotheses in vector stationary processes (Q2482138) (← links)
• The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series (Q2495838) (← links)
• Goodness of fit for lattice processes (Q2628837) (← links)
• An automatic portmanteau test for serial correlation (Q2628840) (← links)
• White noise testing and model diagnostic checking for functional time series (Q2630350) (← links)
• A goodness-of-fit process for ARMA(\(p\),\(q\)) models based on a modified residual autocorrelation sequence (Q2643283) (← links)
• New testing approaches for mean-variance predictability (Q2658802) (← links)
• ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT (Q2937714) (← links)
• BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL (Q3100982) (← links)
• TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
• MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS (Q3377437) (← links)
• Distribution-free specification tests for dynamic linear models (Q3406056) (← links)
• ON TESTING FOR SERIAL CORRELATION WITH A WAVELET-BASED SPECTRAL DENSITY ESTIMATOR IN MULTIVARIATE TIME SERIES (Q3408515) (← links)
• Relative entropy and spectral constraints: some invariance properties of the ARMA class (Q3505334) (← links)
• Testing the Martingale Difference Hypothesis (Q4434414) (← links)
• ASYMPTOTICS FOR GARCH SQUARED RESIDUAL CORRELATIONS (Q4561967) (← links)
• DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS (Q4562549) (← links)
• A Simple Test for White Noise in Functional Time Series (Q4604006) (← links)
• The Variance Profile (Q4916499) (← links)
• Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes (Q4979076) (← links)