Pages that link to "Item:Q5467617"

The following pages link to Testing the Fit of a Vector Autoregressive Moving Average Model (Q5467617):

Displaying 14 items.

• Residual autocorrelation testing for vector error correction models (Q278197) (← links)
• The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348) (← links)
• Spectra of bivariate \(\mathrm{VAR}(p)\) models (Q861224) (← links)
• A local spectral approach for assessing time series model misspecification (Q1002344) (← 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 nonparametric and semiparametric testing for multivariate linear time series (Q1043750) (← links)
• On consistent testing for serial correlation of unknown form in vector time series models. (Q1427530) (← links)
• Testing for serial independence in vector autoregressive models (Q1757250) (← links)
• Goodness-of-fit tests for Markov Switching VAR models using spectral analysis (Q2123263) (← links)
• Testing equality of spectral densities using randomization techniques (Q2348723) (← links)
• Testing nonparametric and semiparametric hypotheses in vector stationary processes (Q2482138) (← links)
• A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes (Q2930878) (← links)
• ON TESTING FOR SERIAL CORRELATION WITH A WAVELET-BASED SPECTRAL DENSITY ESTIMATOR IN MULTIVARIATE TIME SERIES (Q3408515) (← links)
• Nonparametric change point detection in multivariate piecewise stationary time series (Q4559459) (← links)