Pages that link to "Item:Q5378363"

The following pages link to Bootstrapping the Portmanteau Tests in Weak Auto-Regressive Moving Average Models (Q5378363):

Displaying 24 items.

• Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\) (Q824761) (← links)
• The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184) (← links)
• Strict stationarity testing and GLAD estimation of double autoregressive models (Q2000866) (← links)
• Three-step risk inference in insurance ratemaking (Q2155833) (← 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)
• Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807) (← links)
• Two-step risk analysis in insurance ratemaking (Q4959365) (← links)
• Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation (Q5111776) (← links)
• A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
• A unit root test for an AR(1) process with AR errors by using random weighted bootstrap (Q6054007) (← links)
• Nonparametric tests for market timing ability using daily mutual fund returns (Q6109940) (← links)
• Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models (Q6115537) (← links)
• Permutation testing for dependence in time series (Q6134630) (← links)
• Diagnostic tests before modeling longitudinal actuarial data (Q6152700) (← links)
• Optimal estimating function for weak location‐scale dynamic models (Q6176937) (← links)
• Test for Zero Mean of Errors In An ARMA-GGARCH Model After Using A Median Inference (Q6185132) (← links)
• A Unified Inference for Predictive Quantile Regression (Q6567947) (← links)
• Test for Market Timing Using Daily Fund Returns (Q6586898) (← links)
• A Simple Asymptotically <i>F</i>-Distributed Portmanteau Test for Diagnostic Checking of Time Series Models With Uncorrelated Innovations (Q6620880) (← links)
• Multifrequency-Band Tests for White Noise Under Heteroscedasticity (Q6620903) (← links)
• Risk Analysis via Generalized Pareto Distributions (Q6620908) (← links)
• Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models (Q6620920) (← links)
• Testing for zero skill in stock picking or market timing (Q6671917) (← links)