Pages that link to "Item:Q5467618"
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The following pages link to Mixed Portmanteau Tests for Time‐Series Models (Q5467618):
Displaying 12 items.
- Serial independence tests for innovations of conditional mean and variance models (Q1708359) (← links)
- On the estimation and diagnostic checking of the ARFIMA-HYGARCH model (Q1927143) (← links)
- Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807) (← links)
- Residual-based rank specification tests for AR-GARCH type models (Q2343810) (← links)
- On portmanteau-type tests for nonlinear multivariate time series (Q2692931) (← links)
- A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach (Q2852494) (← links)
- A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS (Q2937712) (← links)
- Some weighted mixed portmanteau tests for diagnostic checking in linear time series models (Q4960736) (← links)
- ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION (Q5051518) (← links)
- Asymmetric linear double autoregression (Q5095288) (← links)
- Portmanteau tests based on quadratic forms in the autocorrelations (Q5154082) (← links)
- <i>M</i>Tests with a New Normalization Matrix (Q5863556) (← links)
