Pages that link to "Item:Q5051518"
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The following pages link to ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION (Q5051518):
Displaying 5 items.
- Wild bootstrap Ljung-Box test for residuals of ARMA models robust to variance change (Q2111948) (← links)
- Choosing between persistent and stationary volatility (Q2112824) (← links)
- BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA (Q6115048) (← links)
- A portmanteau-type test for detecting serial correlation in locally stationary functional time series (Q6166015) (← links)
- Robust inference on correlation under general heterogeneity (Q6199632) (← links)
