Testing That a Dependent Process Is Uncorrelated
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Cited in
(81)- Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix
- Improving the bandwidth-free inference methods by prewhitening
- Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms
- Pivotal inference for function-on-function linear regression via self-normalization
- Robust adaptive rate-optimal testing for the white noise hypothesis
- A self-normalization test for a change-point in the shape parameter of a gamma distributed sequence
- Empirical evaluation of initial transient deletion rules for the steady-state Mean estimation problem
- Adaptive Inference for Change Points in High-Dimensional Data
- Adjusted-range-based self-normalized autocorrelation tests
- Hypothesis testing for high-dimensional time series via self-normalization
- Dimension-agnostic change point detection
- Rank-based change-point analysis for long-range dependent time series
- Parametric inference in stationary time series models with dependent errors
- Diagnostic checking in multivariate ARMA models with dependent errors using normalized residual autocorrelations
- Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity
- Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach
- Portmanteau tests for periodic ARMA models with dependent errors
- Two sample inference for the second-order property of temporally dependent functional data
- Fixed-smoothing asymptotics for time series
- Self-normalization inference for linear trends in cointegrating regressions
- A unified approach to self-normalized block sampling
- Distribution-free tests for time series models specification
- A general panel break test based on the self-normalization method
- Estimating FARIMA models with uncorrelated but non-independent error terms
- Ratio tests under limiting normality
- Self‐normalization for Spatial Data
- An RKHS approach for pivotal inference in functional linear regression
- A max-correlation white noise test for weakly dependent time series
- A Simple Asymptotically F-Distributed Portmanteau Test for Diagnostic Checking of Time Series Models With Uncorrelated Innovations
- The portmanteau tests and the LM test for ARMA models with uncorrelated errors
- A tuning parameter free test for properties of space-time covariance functions
- Generalized Spectral Tests for Multivariate Martingale Difference Hypotheses
- Subsampling based inference for U statistics under thick tails using self-normalization
- Bayesian model selection based on parameter estimates from subsamples
- Robust inference theory for non-regular time series models and its extensions
- Optimal difference-based variance estimators in time series: a general framework
- Tensor changepoint detection and eigenbootstrap
- A new approach to statistical inference for functional time series
- Testing for correlation between two time series using a parametric bootstrap
- Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms
- Self-normalized inference for stationarity of irregular spatial data
- Goodness-of-fit tests for SPARMA models with dependent error terms
- Self-normalized sequential change-point detection
- Resampling-free inference for time series via RKHS embedding
- Estimation of Slope for Linear Regression Model with Uncertain Prior Information and Student-tError
- Multifrequency-Band Tests for White Noise Under Heteroscedasticity
- A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests
- Asymptotic behavior of optimal weighting in generalized self-normalization for time series
- Semi-strong linearity testing in linear models with dependent but uncorrelated errors
- A portmanteau-type test for detecting serial correlation in locally stationary functional time series
- A simple test of changes in mean in the possible presence of long-range dependence
- Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test
- Testing for Predictability in Financial Returns Using Statistical Learning Procedures
- M tests with a new normalization matrix
- Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval
- On self-normalization for censored dependent data
- Robust M tests using kernel-based estimators with bandwidth equal to sample size
- An asymptotic F test for uncorrelatedness in the presence of time series dependence
- Unsupervised self-normalized change-point testing for time series
- An empirical likelihood-based Portmanteau test for the autoregressive model regardless of its properties
- A self-normalization break test for correlation matrix
- Hypothesis Testing for a Functional Parameter via Self-Normalization
- A robust nonparametric test for conditional symmetry in high dimension
- A nonstandard empirical likelihood for time series
- A general approach to the joint asymptotic analysis of statistics from sub-samples
- A self-normalization test for correlation change
- A self-normalizing approach to the specification test of mixed-frequency models
- A new self-normalized forecast comparison test
- Measuring and comparing risks of different types
- A bootstrap-assisted spectral test of white noise under unknown dependence
- Testing the structural stability of temporally dependent functional observations and application to climate projections
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
- White noise testing using wavelets
- A bootstrapped spectral test for adequacy in weak ARMA models
- Validating approximate slope homogeneity in large panels
- Multi-scale tests for serial correlation
- A frequency-domain test for multivariate white noise
- On a general class of long run variance estimators
- Conditional symmetry test based on empirical characteristic function
- Adjusted-range self-normalized confidence interval construction for censored dependent data
- scientific article; zbMATH DE number 7688003 (Why is no real title available?)
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