Pages that link to "Item:Q5630507"

The following pages link to Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models (Q5630507):

Displaying 50 items.

• Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations (Q111926) (← links)
• Minimum distance estimation of stationary and non‐stationary ARFIMA processes (Q135663) (← links)
• Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study (Q257526) (← links)
• Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269) (← links)
• On Fréchet autoregressive conditional duration models (Q282897) (← links)
• Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
• Correlation testing in time series, spatial and cross-sectional data (Q299248) (← links)
• A hybrid stock trading system using genetic network programming and mean conditional value-at-risk (Q300078) (← links)
• Discussion: Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301350) (← links)
• Granger causality in risk and detection of extreme risk spillover between financial markets (Q302200) (← links)
• A randomness test for functional panels (Q311801) (← links)
• Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
• Corrected portmanteau tests for VAR models with time-varying variance (Q391534) (← links)
• Test of independence for functional data (Q391591) (← links)
• Further results on the \(h\)-test of Durbin for stable autoregressive processes (Q391625) (← links)
• Empirical processes for infinite variance autoregressive models (Q413784) (← links)
• Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
• Multi-scale tests for serial correlation (Q473345) (← links)
• A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
• Goodness-of-fit tests for random sequences incorporating several components (Q515470) (← links)
• Tests for \(m\)-dependence based on sample splitting methods (Q528177) (← links)
• Rényi statistics for testing equality of autocorrelation coefficients (Q537378) (← links)
• Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms (Q538155) (← links)
• Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors (Q619148) (← links)
• Portmanteau tests of randomness and Jenkins' variance-stabilizing transformation (Q672767) (← links)
• Inconsistency of the MLE and inference based on weighted LS for LARCH models (Q736696) (← links)
• A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
• On covariance function tests used in system identification (Q751604) (← links)
• Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883) (← links)
• Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression (Q811063) (← links)
• Distribution free goodness-of-fit tests for linear processes (Q817984) (← links)
• On the asymptotic distribution of residual autocovariances in VARX models with applications (Q820209) (← links)
• Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators (Q834320) (← links)
• Hybridization of intelligent techniques and ARIMA models for time series prediction (Q835085) (← links)
• Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations (Q888322) (← links)
• Generalised portmanteau statistics and tests of randomness: A note on their applications to residuals from a fitted ARMA model (Q900099) (← links)
• A test for the presence of pure feedback in multivariate dynamic stochastic systems (Q912557) (← links)
• On robust testing for conditional heteroscedasticity in time series models (Q956923) (← links)
• A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series (Q957120) (← links)
• An adaptive algorithm for least squares piecewise monotonic data fitting (Q957224) (← links)
• Testing for independence in heavy-tailed time series using the codifference function (Q961960) (← links)
• Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
• Multivariate portmanteau tests of the adequacy of weak VARMA models. (Q990255) (← links)
• An atmosphere-ocean time series model of global climate change (Q1010476) (← links)
• Improved Peňa-Rodriguez portmanteau test (Q1010524) (← links)
• Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
• Departure from normality of increasing-dimension martingales (Q1012546) (← links)
• A-dependence statistics for mutual and serial independence of categorical variables (Q1015891) (← links)
• Some robust exact results on sample autocorrelations and tests of randomness (Q1074278) (← links)
• ARMAX model specification testing, with an application to unemployment in the Netherlands (Q1090051) (← links)