Found: 6
Select item for more details and to access through your institution.
Goodness-of-Fit Tests for SPARMA Models with Dependent Error Terms.
- Published in:
- Journal of Time Series Econometrics, 2022, v. 14, n. 2, p. 107, doi. 10.1515/jtse-2022-0002
- By:
- Publication type:
- Article
Estimating SPARMA Models with Dependent Error Terms.
- Published in:
- Journal of Time Series Econometrics, 2022, v. 14, n. 2, p. 141, doi. 10.1515/jtse-2021-0022
- By:
- Publication type:
- Article
Portmanteau test for the asymmetric power GARCH model when the power is unknown.
- Published in:
- Statistical Papers, 2022, v. 63, n. 3, p. 755, doi. 10.1007/s00362-021-01257-w
- By:
- Publication type:
- Article
Multivariate portmanteau tests for weak multiplicative seasonal VARMA models.
- Published in:
- Statistical Papers, 2020, v. 61, n. 6, p. 2529, doi. 10.1007/s00362-018-1055-4
- By:
- Publication type:
- Article
Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms.
- Published in:
- Statistica Neerlandica, 2019, v. 73, n. 4, p. 454, doi. 10.1111/stan.12178
- By:
- Publication type:
- Article
Portmanteau test for a class of multivariate asymmetric power GARCH model.
- Published in:
- Journal of Time Series Analysis, 2022, v. 43, n. 6, p. 964, doi. 10.1111/jtsa.12646
- By:
- Publication type:
- Article