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Testing for white noise under unknown dependence and its applications to goodness-of-fit for time series models

Testing for white noise under unknown dependence and its applications to goodness-of-fit for time series models

Xiaofeng Shao
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Papers citing "Testing for white noise under unknown dependence and its applications to goodness-of-fit for time series models"

5 / 5 papers shown
Title
Fast calibration of weak FARIMA models
Fast calibration of weak FARIMA models
S. B. Hariz
A. Brouste
Youssef Esstafa
M. Soltane
37
1
0
20 Jun 2022
A simple test for white noise in functional time series
A simple test for white noise in functional time series
Pramita Bagchi
V. Characiejus
Holger Dette
50
17
0
15 Dec 2016
Stochastic Equicontinuity in Nonlinear Time Series Models
Stochastic Equicontinuity in Nonlinear Time Series Models
Andreas Hagemann
AI4TS
72
5
0
11 Jun 2012
Robust Spectral Analysis
Robust Spectral Analysis
Andreas Hagemann
114
50
0
08 Nov 2011
Robust Adaptive Rate-Optimal Testing for the White Noise Hypothesis
Robust Adaptive Rate-Optimal Testing for the White Noise Hypothesis
Alain Guay
E. Guerre
Štěpána Lazarová
70
9
0
10 Jun 2011