The following pages link to (Q5413272):
Displaying 15 items.
- Large sample behaviour of high dimensional autocovariance matrices (Q282456) (← links)
- Optimal eigen expansions and uniform bounds (Q343789) (← links)
- Data-driven portmanteau tests for time series (Q2084715) (← links)
- (Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models (Q2208685) (← links)
- Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality (Q2227063) (← links)
- Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application (Q2284381) (← links)
- Testing equality of spectral densities using randomization techniques (Q2348723) (← links)
- Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594) (← links)
- Simultaneous inference for autocovariances based on autoregressive sieve bootstrap (Q5012852) (← links)
- A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
- Testing for symmetric correlation matrices with applications to factor models (Q6135374) (← links)
- A simple portmanteau test with data-driven truncation point (Q6567422) (← links)
- Bootstrap Tests for High-Dimensional White-Noise (Q6586904) (← links)
- ARMA model checking with data-driven portmanteau tests (Q6596734) (← links)
- Simultaneous statistical inference for second order parameters of time series under weak conditions (Q6656624) (← links)
