Hill, Jonathan B.; Motegi, Kaiji A max-correlation white noise test for weakly dependent time series. (English) Zbl 07334476 Econom. Theory 36, No. 5, 907-960 (2020). MSC: 62M10 62M07 62E20 62G10 62G20 60H40 PDF BibTeX XML Cite \textit{J. B. Hill} and \textit{K. Motegi}, Econom. Theory 36, No. 5, 907--960 (2020; Zbl 07334476) Full Text: DOI
King, Maxwell L.; Zhang, Xibin; Akram, Muhammad Hypothesis testing based on a vector of statistics. (English) Zbl 07306111 J. Econom. 219, No. 2, 425-455 (2020). MSC: 62 91 PDF BibTeX XML Cite \textit{M. L. King} et al., J. Econom. 219, No. 2, 425--455 (2020; Zbl 07306111) Full Text: DOI
Bücher, Axel; Dette, Holger; Heinrichs, Florian Detecting deviations from second-order stationarity in locally stationary functional time series. (English) Zbl 07223271 Ann. Inst. Stat. Math. 72, No. 4, 1055-1094 (2020). MSC: 62M10 62R10 62H15 65C05 62P12 PDF BibTeX XML Cite \textit{A. Bücher} et al., Ann. Inst. Stat. Math. 72, No. 4, 1055--1094 (2020; Zbl 07223271) Full Text: DOI
Yin, Yanqing Model-free tests for series correlation in multivariate linear regression. (English) Zbl 1437.62342 J. Stat. Plann. Inference 206, 179-195 (2020). MSC: 62M10 62H15 PDF BibTeX XML Cite \textit{Y. Yin}, J. Stat. Plann. Inference 206, 179--195 (2020; Zbl 1437.62342) Full Text: DOI
Ng, Chi Tim; Lee, Woojoo; Lee, Youngjo Logical and test consistency in pairwise multiple comparisons. (English) Zbl 1437.62093 J. Stat. Plann. Inference 206, 145-162 (2020). MSC: 62F03 62F12 62F35 62J15 PDF BibTeX XML Cite \textit{C. T. Ng} et al., J. Stat. Plann. Inference 206, 145--162 (2020; Zbl 1437.62093) Full Text: DOI
Brairi, Houssem; Medkour, Tarek Testing discrete-valued time series for whiteness. (English) Zbl 1437.62329 J. Stat. Plann. Inference 206, 43-56 (2020). MSC: 62M10 62M15 60H40 62P10 PDF BibTeX XML Cite \textit{H. Brairi} and \textit{T. Medkour}, J. Stat. Plann. Inference 206, 43--56 (2020; Zbl 1437.62329) Full Text: DOI
Mundt, Philipp; Alfarano, Simone; Milaković, Mishael Exploiting ergodicity in forecasts of corporate profitability. (English) Zbl 07161308 J. Econ. Dyn. Control 111, Article ID 103820, 28 p. (2020). MSC: 91 PDF BibTeX XML Cite \textit{P. Mundt} et al., J. Econ. Dyn. Control 111, Article ID 103820, 28 p. (2020; Zbl 07161308) Full Text: DOI
Zamani, Atefeh; Hashemi, Maryam; Haghbin, Hossein Improved functional portmanteau tests. (English) Zbl 07193790 J. Stat. Comput. Simulation 89, No. 8, 1423-1436 (2019). MSC: 62M10 62H15 PDF BibTeX XML Cite \textit{A. Zamani} et al., J. Stat. Comput. Simulation 89, No. 8, 1423--1436 (2019; Zbl 07193790) Full Text: DOI
Yang, Jin; Wei, Chuan-Hua Testing serial correlation in partially linear additive models. (English) Zbl 1420.62182 Acta Math. Appl. Sin., Engl. Ser. 35, No. 2, 401-411 (2019). MSC: 62G08 62G05 62G10 62G20 62M10 PDF BibTeX XML Cite \textit{J. Yang} and \textit{C.-H. Wei}, Acta Math. Appl. Sin., Engl. Ser. 35, No. 2, 401--411 (2019; Zbl 1420.62182) Full Text: DOI
Velilla, Santiago; Nguyen, Huong A new diagnostic tool for VARMA\((p,q)\) models. (English) Zbl 1440.62338 Statistics 53, No. 4, 866-884 (2019). MSC: 62M10 62M15 91B84 PDF BibTeX XML Cite \textit{S. Velilla} and \textit{H. Nguyen}, Statistics 53, No. 4, 866--884 (2019; Zbl 1440.62338) Full Text: DOI
Anvar, P. Muhammed; Balakrishna, N. Some weighted mixed portmanteau tests for diagnostic checking in linear time series models. (English) Zbl 07192700 J. Stat. Comput. Simulation 88, No. 15, 3000-3017 (2018). MSC: 62 PDF BibTeX XML Cite \textit{P. M. Anvar} and \textit{N. Balakrishna}, J. Stat. Comput. Simulation 88, No. 15, 3000--3017 (2018; Zbl 07192700) Full Text: DOI
Boubacar Maïnassara, Yacouba; Saussereau, Bruno Diagnostic checking in multivariate ARMA models with dependent errors using normalized residual autocorrelations. (English) Zbl 1409.62169 J. Am. Stat. Assoc. 113, No. 524, 1813-1827 (2018). MSC: 62M10 62H12 62H15 62J20 PDF BibTeX XML Cite \textit{Y. Boubacar Maïnassara} and \textit{B. Saussereau}, J. Am. Stat. Assoc. 113, No. 524, 1813--1827 (2018; Zbl 1409.62169) Full Text: DOI
Hajria, Raja Ben; Khardani, Salah; Raïssi, Hamdi A power comparison between autocorrelation based tests. (English) Zbl 1414.62363 Stat. Probab. Lett. 143, 1-6 (2018). MSC: 62M10 62J20 65C05 PDF BibTeX XML Cite \textit{R. B. Hajria} et al., Stat. Probab. Lett. 143, 1--6 (2018; Zbl 1414.62363) Full Text: DOI
Saini, Vikram; Dewan, Lillie Instrument variable method based on nonlinear transformed instruments for Hammerstein system identification. (English) Zbl 1402.93093 J. Vib. Control 24, No. 13, 2802-2814 (2018). MSC: 93B30 93E12 93E10 PDF BibTeX XML Cite \textit{V. Saini} and \textit{L. Dewan}, J. Vib. Control 24, No. 13, 2802--2814 (2018; Zbl 1402.93093) Full Text: DOI
Ponta, Linda; Cincotti, Silvano Traders’ networks of interactions and structural properties of financial markets: an agent-based approach. (English) Zbl 1390.91342 Complexity 2018, Article ID 9072948, 9 p. (2018). MSC: 91G99 90B15 91G10 PDF BibTeX XML Cite \textit{L. Ponta} and \textit{S. Cincotti}, Complexity 2018, Article ID 9072948, 9 p. (2018; Zbl 1390.91342) Full Text: DOI
Velilla, Santiago; Thu, Huong Nguyen A goodness-of-fit test for VARMA\((p, q)\) models. (English) Zbl 1392.62279 J. Stat. Plann. Inference 197, 126-140 (2018). MSC: 62M10 62G10 PDF BibTeX XML Cite \textit{S. Velilla} and \textit{H. N. Thu}, J. Stat. Plann. Inference 197, 126--140 (2018; Zbl 1392.62279) Full Text: DOI
Haselimashhadi, Hamed; Vinciotti, Veronica Penalised inference for lagged dependent regression in the presence of autocorrelated residuals. (English) Zbl 1416.62494 Metron 76, No. 1, 49-68 (2018). MSC: 62M10 62J07 62P12 62P20 PDF BibTeX XML Cite \textit{H. Haselimashhadi} and \textit{V. Vinciotti}, Metron 76, No. 1, 49--68 (2018; Zbl 1416.62494) Full Text: DOI
Ke, Zijun; Zhang, Zhiyong (Johnny) Testing autocorrelation and partial autocorrelation: asymptotic methods versus resampling techniques. (English) Zbl 06865544 Br. J. Math. Stat. Psychol. 71, No. 1, 96-116 (2018). MSC: 62M10 62G09 PDF BibTeX XML Cite \textit{Z. Ke} and \textit{Z. Zhang}, Br. J. Math. Stat. Psychol. 71, No. 1, 96--116 (2018; Zbl 06865544) Full Text: DOI
Proïa, Frédéric Testing for residual correlation of any order in the autoregressive process. (English) Zbl 06865509 Commun. Stat., Theory Methods 47, No. 3, 628-654 (2018). MSC: 62M10 62F03 62F12 PDF BibTeX XML Cite \textit{F. Proïa}, Commun. Stat., Theory Methods 47, No. 3, 628--654 (2018; Zbl 06865509) Full Text: DOI
Akashi, Fumiya; Odashima, Hiroaki; Taniguchi, Masanobu; Monti, Anna Clara A new look at portmanteau tests. (English) Zbl 1387.62023 Sankhyā, Ser. A 80, No. 1, 121-137 (2018). MSC: 62F03 62F05 62M10 PDF BibTeX XML Cite \textit{F. Akashi} et al., Sankhyā, Ser. A 80, No. 1, 121--137 (2018; Zbl 1387.62023) Full Text: DOI
Francq, Christian; Wintenberger, Olivier; Zakoïan, Jean-Michel Goodness-of-fit tests for Log-GARCH and EGARCH models. (English) Zbl 06852281 Test 27, No. 1, 27-51 (2018). MSC: 62M10 62P20 PDF BibTeX XML Cite \textit{C. Francq} et al., Test 27, No. 1, 27--51 (2018; Zbl 06852281) Full Text: DOI
Bagchi, Pramita; Characiejus, Vaidotas; Dette, Holger A simple test for white noise in functional time series. (English) Zbl 1416.62475 J. Time Ser. Anal. 39, No. 1, 54-74 (2018). MSC: 62M10 62M07 PDF BibTeX XML Cite \textit{P. Bagchi} et al., J. Time Ser. Anal. 39, No. 1, 54--74 (2018; Zbl 1416.62475) Full Text: DOI arXiv
Mahdi, Esam Kernel-based portmanteau diagnostic test for ARMA time series models. (English) Zbl 1426.62263 Cogent Math. 4, Article ID 1296327, 13 p. (2017). MSC: 62M10 62G10 62M07 PDF BibTeX XML Cite \textit{E. Mahdi}, Cogent Math. 4, Article ID 1296327, 13 p. (2017; Zbl 1426.62263) Full Text: DOI
Bilokon, Paul; Gwinnutt, James; Jones, Daniel Stochastic filtering methods in electronic trading. (English) Zbl 1420.91534 Ehrhardt, Matthias (ed.) et al., Novel methods in computational finance. Cham: Springer. Math. Ind. 25, 503-542 (2017). MSC: 91G80 93E11 60G35 PDF BibTeX XML Cite \textit{P. Bilokon} et al., Math. Ind. 25, 503--542 (2017; Zbl 1420.91534) Full Text: DOI
Li, Meiyu; Gençay, Ramazan Tests for serial correlation of unknown form in dynamic least squares regression with wavelets. (English) Zbl 1400.62190 Econ. Lett. 155, 104-110 (2017). MSC: 62M10 62M07 62M15 62P20 PDF BibTeX XML Cite \textit{M. Li} and \textit{R. Gençay}, Econ. Lett. 155, 104--110 (2017; Zbl 1400.62190) Full Text: DOI
Zhao, Yu; Zhang, Xi; Shi, Zhongshun; He, Lei Grain price forecasting using a hybrid stochastic method. (English) Zbl 1377.91097 Asia-Pac. J. Oper. Res. 34, No. 5, Article ID 1750020, 24 p. (2017). MSC: 91B84 62P20 PDF BibTeX XML Cite \textit{Y. Zhao} et al., Asia-Pac. J. Oper. Res. 34, No. 5, Article ID 1750020, 24 p. (2017; Zbl 1377.91097) Full Text: DOI
Chen, Kun; Wang, Man Local Whittle likelihood estimators and tests for spatial lattice data. (English) Zbl 1376.62051 J. Stat. Plann. Inference 191, 25-42 (2017). MSC: 62M30 62M15 62E20 PDF BibTeX XML Cite \textit{K. Chen} and \textit{M. Wang}, J. Stat. Plann. Inference 191, 25--42 (2017; Zbl 1376.62051) Full Text: DOI
Harris, David; Kew, Hsein Adaptive long memory testing under heteroskedasticity. (English) Zbl 1441.62724 Econom. Theory 33, No. 3, 755-778 (2017). MSC: 62P20 62M10 62M07 62E20 PDF BibTeX XML Cite \textit{D. Harris} and \textit{H. Kew}, Econom. Theory 33, No. 3, 755--778 (2017; Zbl 1441.62724) Full Text: DOI
Ianevych, Tetiana O.; Kozachenko, Yuriy V.; Troshki, Viktor B. Goodness-of-fit tests for random sequences incorporating several components. (English) Zbl 1360.62440 Random Oper. Stoch. Equ. 25, No. 1, 1-10 (2017). MSC: 62M07 60G15 60G10 62M10 PDF BibTeX XML Cite \textit{T. O. Ianevych} et al., Random Oper. Stoch. Equ. 25, No. 1, 1--10 (2017; Zbl 1360.62440) Full Text: DOI
Ng, F. C.; Li, W. K.; Yu, Philip L. H. Diagnostic checking of the vector multiplicative error model. (English) Zbl 06918655 Comput. Stat. Data Anal. 94, 86-97 (2016). MSC: 62 PDF BibTeX XML Cite \textit{F. C. Ng} et al., Comput. Stat. Data Anal. 94, 86--97 (2016; Zbl 06918655) Full Text: DOI
Katayama, Naoya The portmanteau tests and the LM test for ARMA models with uncorrelated errors. (English) Zbl 1368.62240 Li, Wai Keung (ed.) et al., Advances in time series methods and applications. The A. Ian McLeod festschrift, University of Ontario, ON, Canada, June 2–3, 2014. Toronto: The Fields Institute for Research in the Mathematical Sciences; New York, NY: Springer (ISBN 978-1-4939-6567-0/hbk; 978-1-4939-6568-7/ebook). Fields Institute Communications 78, 131-150 (2016). MSC: 62M07 62M10 62E20 PDF BibTeX XML Cite \textit{N. Katayama}, Fields Inst. Commun. 78, 131--150 (2016; Zbl 1368.62240) Full Text: DOI
Tai, M. T.; Yang, Y. X.; Ling, S. Q. Diagnostic checking for partially nonstationary multivariate ARMA models. (English) Zbl 1367.62265 Li, Wai Keung (ed.) et al., Advances in time series methods and applications. The A. Ian McLeod festschrift, University of Ontario, ON, Canada, June 2–3, 2014. Toronto: The Fields Institute for Research in the Mathematical Sciences; New York, NY: Springer (ISBN 978-1-4939-6567-0/hbk; 978-1-4939-6568-7/ebook). Fields Institute Communications 78, 115-130 (2016). MSC: 62M10 91B84 PDF BibTeX XML Cite \textit{M. T. Tai} et al., Fields Inst. Commun. 78, 115--130 (2016; Zbl 1367.62265) Full Text: DOI
Duchesne, Pierre; Hong, Yongmiao On diagnostic checking autoregressive conditional duration models with wavelet-based spectral density estimators. (English) Zbl 1367.62254 Li, Wai Keung (ed.) et al., Advances in time series methods and applications. The A. Ian McLeod festschrift, University of Ontario, ON, Canada, June 2–3, 2014. Toronto: The Fields Institute for Research in the Mathematical Sciences; New York, NY: Springer (ISBN 978-1-4939-6567-0/hbk; 978-1-4939-6568-7/ebook). Fields Institute Communications 78, 47-106 (2016). MSC: 62M10 62M15 62E20 62P05 PDF BibTeX XML Cite \textit{P. Duchesne} and \textit{Y. Hong}, Fields Inst. Commun. 78, 47--106 (2016; Zbl 1367.62254) Full Text: DOI
Li, W. K. Ian McLeod’s contribution to time series analysis – a tribute. (English) Zbl 1367.62009 Li, Wai Keung (ed.) et al., Advances in time series methods and applications. The A. Ian McLeod festschrift, University of Ontario, ON, Canada, June 2–3, 2014. Toronto: The Fields Institute for Research in the Mathematical Sciences; New York, NY: Springer (ISBN 978-1-4939-6567-0/hbk; 978-1-4939-6568-7/ebook). Fields Institute Communications 78, 1-16 (2016). MSC: 62-03 62M10 01A70 PDF BibTeX XML Cite \textit{W. K. Li}, Fields Inst. Commun. 78, 1--16 (2016; Zbl 1367.62009) Full Text: DOI
Charalampidis, Alexandros C.; Chaniotis, Antonios E.; Kladas, Antonios G. Wind time series modeling and stochastic optimal control for a grid-connected permanent magnet wind turbine generator. (English) Zbl 1348.93275 Optim. Control Appl. Methods 37, No. 5, 996-1013 (2016). MSC: 93E20 93A30 93C95 37M10 PDF BibTeX XML Cite \textit{A. C. Charalampidis} et al., Optim. Control Appl. Methods 37, No. 5, 996--1013 (2016; Zbl 1348.93275) Full Text: DOI
Kokoszka, Piotr; Reimherr, Matthew; Wölfing, Nikolas A randomness test for functional panels. (English) Zbl 1346.62091 J. Multivariate Anal. 151, 37-53 (2016). MSC: 62G10 62G20 62H25 62P12 PDF BibTeX XML Cite \textit{P. Kokoszka} et al., J. Multivariate Anal. 151, 37--53 (2016; Zbl 1346.62091) Full Text: DOI
Yanevich, T. O. An \(L_p\)-criterion for testing a hypothesis about the covariance function of a random sequence. (English. Ukrainian original) Zbl 1346.60050 Theory Probab. Math. Stat. 92, 163-173 (2016); translation from Teor. Jmovirn. Mat. Stat. 92, 151-160 (2015). MSC: 60G15 62G10 60G10 62M10 PDF BibTeX XML Cite \textit{T. O. Yanevich}, Theory Probab. Math. Stat. 92, 163--173 (2016; Zbl 1346.60050); translation from Teor. Jmovirn. Mat. Stat. 92, 151--160 (2015) Full Text: DOI
Kreiss, Jens-Peter Discussion: Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions. (English) Zbl 1353.62098 J. Stat. Plann. Inference 177, 28-30 (2016). MSC: 62M10 62G09 PDF BibTeX XML Cite \textit{J.-P. Kreiss}, J. Stat. Plann. Inference 177, 28--30 (2016; Zbl 1353.62098) Full Text: DOI
Zheng, Yao; Li, Yang; Li, Guodong On Fréchet autoregressive conditional duration models. (English) Zbl 1343.62076 J. Stat. Plann. Inference 175, 51-66 (2016). MSC: 62M10 62P20 PDF BibTeX XML Cite \textit{Y. Zheng} et al., J. Stat. Plann. Inference 175, 51--66 (2016; Zbl 1343.62076) Full Text: DOI
Gallagher, Colin M.; Fisher, Thomas J.; Shen, Jie A Cauchy estimator test for autocorrelation. (English) Zbl 07183132 J. Stat. Comput. Simulation 85, No. 6, 1264-1276 (2015). MSC: 62M10 62P20 PDF BibTeX XML Cite \textit{C. M. Gallagher} et al., J. Stat. Comput. Simulation 85, No. 6, 1264--1276 (2015; Zbl 07183132) Full Text: DOI
Chen, Yan; Wang, Xuancheng A hybrid stock trading system using genetic network programming and mean conditional value-at-risk. (English) Zbl 1338.91165 Eur. J. Oper. Res. 240, No. 3, 861-871 (2015). MSC: 91G80 91G10 90C59 PDF BibTeX XML Cite \textit{Y. Chen} and \textit{X. Wang}, Eur. J. Oper. Res. 240, No. 3, 861--871 (2015; Zbl 1338.91165) Full Text: DOI
Chen, Min; Zhu, Ke Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations. (English) Zbl 1337.62248 J. Econom. 189, No. 2, 313-320 (2015). MSC: 62M10 62G10 62E20 62P05 PDF BibTeX XML Cite \textit{M. Chen} and \textit{K. Zhu}, J. Econom. 189, No. 2, 313--320 (2015; Zbl 1337.62248) Full Text: DOI
Bai, Erwei; Zhao, Wenxiao; Zheng, Weixing Variable selection in identification of a high dimensional nonlinear non-parametric system. (English) Zbl 1340.93037 Control Theory Technol. 13, No. 1, 1-16 (2015). MSC: 93B30 93C10 PDF BibTeX XML Cite \textit{E. Bai} et al., Control Theory Technol. 13, No. 1, 1--16 (2015; Zbl 1340.93037) Full Text: DOI
Zhu, Ke; Li, Wai Keung A bootstrapped spectral test for adequacy in weak ARMA models. (English) Zbl 1337.62285 J. Econom. 187, No. 1, 113-130 (2015). MSC: 62M10 62G10 62M15 91G70 PDF BibTeX XML Cite \textit{K. Zhu} and \textit{W. K. Li}, J. Econom. 187, No. 1, 113--130 (2015; Zbl 1337.62285) Full Text: DOI
Proietti, Tommaso; Luati, Alessandra The generalised autocovariance function. (English) Zbl 1332.62341 J. Econom. 186, No. 1, 245-257 (2015). MSC: 62M10 62M15 62G10 PDF BibTeX XML Cite \textit{T. Proietti} and \textit{A. Luati}, J. Econom. 186, No. 1, 245--257 (2015; Zbl 1332.62341) Full Text: DOI
Andreou, Elena; Werker, Bas J. M. Residual-based rank specification tests for AR-GARCH type models. (English) Zbl 1332.62307 J. Econom. 185, No. 2, 305-331 (2015). MSC: 62M10 62F12 62E20 91B82 91G70 PDF BibTeX XML Cite \textit{E. Andreou} and \textit{B. J. M. Werker}, J. Econom. 185, No. 2, 305--331 (2015; Zbl 1332.62307) Full Text: DOI
Gallagher, Colin M.; Fisher, Thomas J. On weighted portmanteau tests for time-series goodness-of-fit. (English) Zbl 1308.62163 J. Time Ser. Anal. 36, No. 1, 67-83 (2015). MSC: 62M07 62M10 62P20 PDF BibTeX XML Cite \textit{C. M. Gallagher} and \textit{T. J. Fisher}, J. Time Ser. Anal. 36, No. 1, 67--83 (2015; Zbl 1308.62163) Full Text: DOI
Velasco, Carlos; Wang, Xuexin A joint portmanteau test for conditional mean and variance time-series models. (English) Zbl 1311.62156 J. Time Ser. Anal. 36, No. 1, 39-60 (2015). MSC: 62M10 62J20 62M07 PDF BibTeX XML Cite \textit{C. Velasco} and \textit{X. Wang}, J. Time Ser. Anal. 36, No. 1, 39--60 (2015; Zbl 1311.62156) Full Text: DOI
Gençay, Ramazan; Signori, Daniele Multi-scale tests for serial correlation. (English) Zbl 1332.62297 J. Econom. 184, No. 1, 62-80 (2015). MSC: 62M07 62M10 62M15 62P20 PDF BibTeX XML Cite \textit{R. Gençay} and \textit{D. Signori}, J. Econom. 184, No. 1, 62--80 (2015; Zbl 1332.62297) Full Text: DOI
Aguilar, Mike; Hill, Jonathan B. Robust score and portmanteau tests of volatility spillover. (English) Zbl 1332.62294 J. Econom. 184, No. 1, 37-61 (2015). MSC: 62M07 62M10 62G35 91G70 PDF BibTeX XML Cite \textit{M. Aguilar} and \textit{J. B. Hill}, J. Econom. 184, No. 1, 37--61 (2015; Zbl 1332.62294) Full Text: DOI
Du, Zaichao Testing for serial independence of panel errors. (English) Zbl 06983977 Comput. Stat. Data Anal. 76, 248-261 (2014). MSC: 62 PDF BibTeX XML Cite \textit{Z. Du}, Comput. Stat. Data Anal. 76, 248--261 (2014; Zbl 06983977) Full Text: DOI
Li, Linyuan; Yao, Shan; Duchesne, Pierre On wavelet-based testing for serial correlation of unknown form using Fan’s adaptive Neyman method. (English) Zbl 06970962 Comput. Stat. Data Anal. 70, 308-327 (2014). MSC: 62 PDF BibTeX XML Cite \textit{L. Li} et al., Comput. Stat. Data Anal. 70, 308--327 (2014; Zbl 06970962) Full Text: DOI
Okui, Ryo Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects. (English) Zbl 06835901 J. Time Ser. Econom. 6, No. 2, 129-181 (2014). MSC: 62M10 62F12 62P20 PDF BibTeX XML Cite \textit{R. Okui}, J. Time Ser. Econom. 6, No. 2, 129--181 (2014; Zbl 06835901) Full Text: DOI
Harris, David; Kew, Hsein Portmanteau autocorrelation tests under \(q\)-dependence and heteroskedasticity. (English) Zbl 1302.62186 J. Time Ser. Anal. 35, No. 3, 203-217 (2014). MSC: 62M07 62M10 62F05 62G05 PDF BibTeX XML Cite \textit{D. Harris} and \textit{H. Kew}, J. Time Ser. Anal. 35, No. 3, 203--217 (2014; Zbl 1302.62186) Full Text: DOI
McElroy, Tucker; Monsell, Brian The multiple testing problem for Box-Pierce statistics. (English) Zbl 1349.62418 Electron. J. Stat. 8, No. 1, 497-522 (2014). MSC: 62M10 62J15 PDF BibTeX XML Cite \textit{T. McElroy} and \textit{B. Monsell}, Electron. J. Stat. 8, No. 1, 497--522 (2014; Zbl 1349.62418) Full Text: DOI Euclid
Cui, Yunwei; Fisher, Thomas J.; Wu, Rongning Diagnostic tests for non-causal time series with infinite variance. (English) Zbl 1278.62142 J. Stat. Plann. Inference 147, 117-131 (2014). MSC: 62M10 62G10 PDF BibTeX XML Cite \textit{Y. Cui} et al., J. Stat. Plann. Inference 147, 117--131 (2014; Zbl 1278.62142) Full Text: DOI arXiv
Bercu, Sophie; Proïa, Frédéric A SARIMAX coupled modelling applied to individual load curves intraday forecasting. (English) Zbl 07265877 J. Appl. Stat. 40, No. 6, 1333-1348 (2013). MSC: 62 PDF BibTeX XML Cite \textit{S. Bercu} and \textit{F. Proïa}, J. Appl. Stat. 40, No. 6, 1333--1348 (2013; Zbl 07265877) Full Text: DOI
Moon, Seongman; Velasco, Carlos Tests for \(m\)-dependence based on sample splitting methods. (English) Zbl 1443.62281 J. Econom. 173, No. 2, 143-159 (2013). MSC: 62M10 62P20 PDF BibTeX XML Cite \textit{S. Moon} and \textit{C. Velasco}, J. Econom. 173, No. 2, 143--159 (2013; Zbl 1443.62281) Full Text: DOI Link
Guay, Alain; Guerre, Emmanuel; Lazarová, Štěpána Robust adaptive rate-optimal testing for the white noise hypothesis. (English) Zbl 1284.62277 J. Econom. 176, No. 2, 134-145 (2013). MSC: 62G10 60H40 PDF BibTeX XML Cite \textit{A. Guay} et al., J. Econom. 176, No. 2, 134--145 (2013; Zbl 1284.62277) Full Text: DOI
Proïa, Frédéric Further results on the \(h\)-test of Durbin for stable autoregressive processes. (English) Zbl 1359.62380 J. Multivariate Anal. 118, 77-101 (2013). MSC: 62M10 62F03 62F05 62F12 60G42 60G52 PDF BibTeX XML Cite \textit{F. Proïa}, J. Multivariate Anal. 118, 77--101 (2013; Zbl 1359.62380) Full Text: DOI arXiv
Horváth, Lajos; Hušková, Marie; Rice, Gregory Test of independence for functional data. (English) Zbl 1277.62124 J. Multivariate Anal. 117, 100-119 (2013). MSC: 62G10 62E20 62M10 46N30 65C60 PDF BibTeX XML Cite \textit{L. Horváth} et al., J. Multivariate Anal. 117, 100--119 (2013; Zbl 1277.62124) Full Text: DOI
Patilea, V.; Raïssi, H. Corrected portmanteau tests for VAR models with time-varying variance. (English) Zbl 1277.62217 J. Multivariate Anal. 116, 190-207 (2013). MSC: 62M10 62M07 62E20 65C05 62P20 PDF BibTeX XML Cite \textit{V. Patilea} and \textit{H. Raïssi}, J. Multivariate Anal. 116, 190--207 (2013; Zbl 1277.62217) Full Text: DOI
Caporale, Guglielmo Maria; Cuñado, Juncal; Gil-Alana, Luis A. Modelling long-run trends and cycles in financial time series data. (English) Zbl 1273.91398 J. Time Ser. Anal. 34, No. 3, 405-421 (2013). MSC: 91B84 91B55 PDF BibTeX XML Cite \textit{G. M. Caporale} et al., J. Time Ser. Anal. 34, No. 3, 405--421 (2013; Zbl 1273.91398) Full Text: DOI
Zhu, Ke. A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach. (English) Zbl 1274.62149 J. Time Ser. Anal. 34, No. 2, 230-237 (2013). MSC: 62F03 62M10 62J05 62P20 PDF BibTeX XML Cite \textit{Ke. Zhu}, J. Time Ser. Anal. 34, No. 2, 230--237 (2013; Zbl 1274.62149) Full Text: DOI
Iqbal, Farhat Diagnostic checking for GARCH-type models. (English) Zbl 1347.62037 Commun. Stat., Theory Methods 42, No. 6, 934-953 (2013). MSC: 62F05 62M10 PDF BibTeX XML Cite \textit{F. Iqbal}, Commun. Stat., Theory Methods 42, No. 6, 934--953 (2013; Zbl 1347.62037) Full Text: DOI
Mahdi, Esam; McLeod, A. Ian Improved multivariate portmanteau test. (English) Zbl 1300.62062 J. Time Ser. Anal. 33, No. 2, 211-222 (2012). MSC: 62M07 62H15 62M10 PDF BibTeX XML Cite \textit{E. Mahdi} and \textit{A. I. McLeod}, J. Time Ser. Anal. 33, No. 2, 211--222 (2012; Zbl 1300.62062) Full Text: DOI arXiv
Katayama, Naoya Chi-squared portmanteau tests for structural VARMA models with uncorrelated errors. (English) Zbl 1281.62198 J. Time Ser. Anal. 33, No. 6, 863-872 (2012). MSC: 62M10 62G10 65C05 PDF BibTeX XML Cite \textit{N. Katayama}, J. Time Ser. Anal. 33, No. 6, 863--872 (2012; Zbl 1281.62198) Full Text: DOI
Raıssi, Hamdi Comparison of procedures for fitting the autoregressive order of a vector error correction model. (English) Zbl 1431.62416 J. Stat. Comput. Simulation 82, No. 10, 1517-1529 (2012). MSC: 62M10 62P20 PDF BibTeX XML Cite \textit{H. Raıssi}, J. Stat. Comput. Simulation 82, No. 10, 1517--1529 (2012; Zbl 1431.62416) Full Text: DOI
Nikoloulopoulos, Aristidis K.; Joe, Harry; Li, Haijun Vine copulas with asymmetric tail dependence and applications to financial return data. (English) Zbl 1254.91613 Comput. Stat. Data Anal. 56, No. 11, 3659-3673 (2012). MSC: 91B82 62P05 62H05 PDF BibTeX XML Cite \textit{A. K. Nikoloulopoulos} et al., Comput. Stat. Data Anal. 56, No. 11, 3659--3673 (2012; Zbl 1254.91613) Full Text: DOI
Bouhaddioui, Chafik; Ghoudi, Kilani Empirical processes for infinite variance autoregressive models. (English) Zbl 1249.62008 J. Multivariate Anal. 107, 319-335 (2012). Reviewer: Ken-ichi Yoshihara (Yokohama) MSC: 62M10 62G10 60F05 62E20 65C60 PDF BibTeX XML Cite \textit{C. Bouhaddioui} and \textit{K. Ghoudi}, J. Multivariate Anal. 107, 319--335 (2012; Zbl 1249.62008) Full Text: DOI
Shao, Xiaofeng A bootstrap-assisted spectral test of white noise under unknown dependence. (English) Zbl 1441.62869 J. Econom. 162, No. 2, 213-224 (2011). MSC: 62P20 62M10 62G09 62G10 62M15 62E20 PDF BibTeX XML Cite \textit{X. Shao}, J. Econom. 162, No. 2, 213--224 (2011; Zbl 1441.62869) Full Text: DOI
Rolls, David A.; Jones, Owen D. Testing for continuous local martingales using the crossing tree. (English) Zbl 1337.62197 Aust. N. Z. J. Stat. 53, No. 1, 79-107 (2011). MSC: 62M02 62M07 60G44 62-07 PDF BibTeX XML Cite \textit{D. A. Rolls} and \textit{O. D. Jones}, Aust. N. Z. J. Stat. 53, No. 1, 79--107 (2011; Zbl 1337.62197) Full Text: DOI
Dette, Holger; Kinsvater, Tatjana; Vetter, Mathias Testing non-parametric hypotheses for stationary processes by estimating minimal distances. (English) Zbl 1294.62215 J. Time Ser. Anal. 32, No. 5, 447-461 (2011). MSC: 62M15 62G10 60G10 62H12 62M10 PDF BibTeX XML Cite \textit{H. Dette} et al., J. Time Ser. Anal. 32, No. 5, 447--461 (2011; Zbl 1294.62215) Full Text: DOI
Hong, Yongmiao; Lee, Yoon-Jin Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes. (English) Zbl 1290.62076 J. Time Ser. Anal. 32, No. 1, 1-32 (2011). MSC: 62M10 62M07 62F10 PDF BibTeX XML Cite \textit{Y. Hong} and \textit{Y.-J. Lee}, J. Time Ser. Anal. 32, No. 1, 1--32 (2011; Zbl 1290.62076) Full Text: DOI
Delgado, Miguel A.; Hidalgo, Javier; Velasco, Carlos Bootstrap assisted specification tests for the ARFIMA model. (English) Zbl 1226.62076 Econom. Theory 27, No. 5, 1083-1116 (2011). MSC: 62M10 62M15 62F40 60G22 65C05 PDF BibTeX XML Cite \textit{M. A. Delgado} et al., Econom. Theory 27, No. 5, 1083--1116 (2011; Zbl 1226.62076) Full Text: DOI
Mainassara, Y. Boubacar Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms. (English) Zbl 1213.62142 J. Stat. Plann. Inference 141, No. 8, 2961-2975 (2011). MSC: 62M10 62H12 62E20 65C05 PDF BibTeX XML Cite \textit{Y. B. Mainassara}, J. Stat. Plann. Inference 141, No. 8, 2961--2975 (2011; Zbl 1213.62142) Full Text: DOI
Shao, Xiaofeng Testing for white noise under unknown dependence and its applications to diagnostic checking for time series models. (English) Zbl 1210.62125 Econom. Theory 27, No. 2, 312-343 (2011). MSC: 62M10 62F03 62E20 62M07 PDF BibTeX XML Cite \textit{X. Shao}, Econom. Theory 27, No. 2, 312--343 (2011; Zbl 1210.62125) Full Text: DOI
Francq, Christian; Zakoïan, Jean-Michel Inconsistency of the MLE and inference based on weighted LS for LARCH models. (English) Zbl 1431.62372 J. Econom. 159, No. 1, 151-165 (2010). MSC: 62M10 62F12 62E20 62P20 PDF BibTeX XML Cite \textit{C. Francq} and \textit{J.-M. Zakoïan}, J. Econom. 159, No. 1, 151--165 (2010; Zbl 1431.62372) Full Text: DOI
Delgado, Miguel A.; Velasco, Carlos Distribution-free tests for time series models specification. (English) Zbl 1431.62363 J. Econom. 155, No. 2, 128-137 (2010). MSC: 62M10 62G10 PDF BibTeX XML Cite \textit{M. A. Delgado} and \textit{C. Velasco}, J. Econom. 155, No. 2, 128--137 (2010; Zbl 1431.62363) Full Text: DOI
Duchesne, Pierre; Li, Linyuan; Vandermeerschen, Jill On testing for serial correlation of unknown form using wavelet thresholding. (English) Zbl 1284.62513 Comput. Stat. Data Anal. 54, No. 11, 2512-2531 (2010). MSC: 62M02 62-07 PDF BibTeX XML Cite \textit{P. Duchesne} et al., Comput. Stat. Data Anal. 54, No. 11, 2512--2531 (2010; Zbl 1284.62513) Full Text: DOI
Escanciano, Juan Carlos; Mayoral, Silvia Data-driven smooth tests for the martingale difference hypothesis. (English) Zbl 1284.62549 Comput. Stat. Data Anal. 54, No. 8, 1983-1998 (2010). MSC: 62M10 91B84 PDF BibTeX XML Cite \textit{J. C. Escanciano} and \textit{S. Mayoral}, Comput. Stat. Data Anal. 54, No. 8, 1983--1998 (2010; Zbl 1284.62549) Full Text: DOI
Raïssi, Hamdi Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors. (English) Zbl 1203.91234 Test 19, No. 2, 304-324 (2010). MSC: 91B84 62M10 PDF BibTeX XML Cite \textit{H. Raïssi}, Test 19, No. 2, 304--324 (2010; Zbl 1203.91234) Full Text: DOI
Ignatieva, Katja; Platen, Eckhard Modelling co-movements and tail dependency in the international stock market via copulae. (English) Zbl 1195.91182 Asia-Pac. Financ. Mark. 17, No. 3, 261-302 (2010). MSC: 91G70 62H20 62P05 62H05 91B30 PDF BibTeX XML Cite \textit{K. Ignatieva} and \textit{E. Platen}, Asia-Pac. Financ. Mark. 17, No. 3, 261--302 (2010; Zbl 1195.91182) Full Text: DOI
Mainassara, Yacouba Boubacar Multivariate portmanteau tests of the adequacy of weak VARMA models. (Tests portmanteau multivariés d’adéquation de modèles VARMA faibles.) (French) Zbl 1201.62102 C. R., Math., Acad. Sci. Paris 348, No. 15-16, 927-929 (2010). MSC: 62M10 62E20 62M07 62F05 PDF BibTeX XML Cite \textit{Y. B. Mainassara}, C. R., Math., Acad. Sci. Paris 348, No. 15--16, 927--929 (2010; Zbl 1201.62102) Full Text: DOI
Escanciano, J. Carlos Asymptotic distribution-free diagnostic tests for heteroskedastic time series models. (English) Zbl 1191.62085 Econom. Theory 26, No. 3, 744-773 (2010). MSC: 62G10 62E20 62M10 91G70 65C05 62P05 PDF BibTeX XML Cite \textit{J. C. Escanciano}, Econom. Theory 26, No. 3, 744--773 (2010; Zbl 1191.62085) Full Text: DOI
Lee, Sangyeol; Ng, Chi Tim Trimmed portmanteau test for linear processes with infinite variance. (English) Zbl 1181.62138 J. Multivariate Anal. 101, No. 4, 984-998 (2010). MSC: 62M10 62F12 65C60 62E20 62M07 PDF BibTeX XML Cite \textit{S. Lee} and \textit{C. T. Ng}, J. Multivariate Anal. 101, No. 4, 984--998 (2010; Zbl 1181.62138) Full Text: DOI
Özçelik, Ceyhun; Baykan, N. Orhan An improved time series model for monthly stream flows. (English) Zbl 1411.62342 Stoch. Environ. Res. Risk Assess. 23, No. 5, 587-601 (2009). MSC: 62P12 62M10 PDF BibTeX XML Cite \textit{C. Özçelik} and \textit{N. O. Baykan}, Stoch. Environ. Res. Risk Assess. 23, No. 5, 587--601 (2009; Zbl 1411.62342) Full Text: DOI
Mendes, Beatriz Vaz de Melo; Pericchi, Luis Raúl Assessing conditional extremal risk of flooding in Puerto Rico. (English) Zbl 1411.62341 Stoch. Environ. Res. Risk Assess. 23, No. 3, 399-410 (2009). MSC: 62P12 62H12 62G32 PDF BibTeX XML Cite \textit{B. V. de M. Mendes} and \textit{L. R. Pericchi}, Stoch. Environ. Res. Risk Assess. 23, No. 3, 399--410 (2009; Zbl 1411.62341) Full Text: DOI
Escanciano, J. Carlos; Lobato, Ignacio N. An automatic portmanteau test for serial correlation. (English) Zbl 1431.62365 J. Econom. 151, No. 2, 140-149 (2009). MSC: 62M10 62G10 62G20 62E20 PDF BibTeX XML Cite \textit{J. C. Escanciano} and \textit{I. N. Lobato}, J. Econom. 151, No. 2, 140--149 (2009; Zbl 1431.62365) Full Text: DOI
Hidalgo, Javier Goodness of fit for lattice processes. (English) Zbl 1431.62433 J. Econom. 151, No. 2, 113-128 (2009). MSC: 62M15 62G10 62G09 62M10 PDF BibTeX XML Cite \textit{J. Hidalgo}, J. Econom. 151, No. 2, 113--128 (2009; Zbl 1431.62433) Full Text: DOI
Hong, Yongmiao; Liu, Yanhui; Wang, Shouyang Granger causality in risk and detection of extreme risk spillover between financial markets. (English) Zbl 1429.62670 J. Econom. 150, No. 2, 271-287 (2009). MSC: 62P20 62M10 62P05 91G70 PDF BibTeX XML Cite \textit{Y. Hong} et al., J. Econom. 150, No. 2, 271--287 (2009; Zbl 1429.62670) Full Text: DOI
Bisaglia, Luisa; Gerolimetto, Margherita Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study. (English) Zbl 1333.62009 Stat. Methods Appl. 18, No. 4, 543-553 (2009). MSC: 62-07 62M10 62N05 65C05 65C60 PDF BibTeX XML Cite \textit{L. Bisaglia} and \textit{M. Gerolimetto}, Stat. Methods Appl. 18, No. 4, 543--553 (2009; Zbl 1333.62009) Full Text: DOI
Hobza, Tomáš; Morales, Domingo; Pardo, Leandro Rényi statistics for testing equality of autocorrelation coefficients. (English) Zbl 05898150 Stat. Methodol. 6, No. 4, 424-436 (2009). MSC: 62H15 62M10 PDF BibTeX XML Cite \textit{T. Hobza} et al., Stat. Methodol. 6, No. 4, 424--436 (2009; Zbl 05898150) Full Text: DOI
Haywood, John; Tunnicliffe Wilson, Granville A test for improved multi-step forecasting. (English) Zbl 1224.62082 J. Time Ser. Anal. 30, No. 6, 682-707 (2009). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M20 62M10 93E10 65C60 PDF BibTeX XML Cite \textit{J. Haywood} and \textit{G. Tunnicliffe Wilson}, J. Time Ser. Anal. 30, No. 6, 682--707 (2009; Zbl 1224.62082) Full Text: DOI
Katayama, Naoya On multiple portmanteau tests. (English) Zbl 1224.62062 J. Time Ser. Anal. 30, No. 5, 487-504 (2009). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 62H15 PDF BibTeX XML Cite \textit{N. Katayama}, J. Time Ser. Anal. 30, No. 5, 487--504 (2009; Zbl 1224.62062) Full Text: DOI
Shao, Xiaofeng A generalized portmanteau test for independence between two stationary time series. (English) Zbl 1277.62198 Econom. Theory 25, No. 1, 195-210 (2009). MSC: 62M07 62G10 60G10 62M10 PDF BibTeX XML Cite \textit{X. Shao}, Econom. Theory 25, No. 1, 195--210 (2009; Zbl 1277.62198) Full Text: DOI
Rosadi, Dedi Testing for independence in heavy-tailed time series using the codifference function. (English) Zbl 1454.62033 Comput. Stat. Data Anal. 53, No. 12, 4516-4529 (2009). MSC: 62-08 62M10 62E20 62P05 PDF BibTeX XML Cite \textit{D. Rosadi}, Comput. Stat. Data Anal. 53, No. 12, 4516--4529 (2009; Zbl 1454.62033) Full Text: DOI
Phillips, Peter C. B. Local limit theory and spurious nonparametric regression. (English) Zbl 1180.62060 Econom. Theory 25, No. 6, 1466-1497 (2009). MSC: 62G08 62M10 60F05 62G20 62J20 PDF BibTeX XML Cite \textit{P. C. B. Phillips}, Econom. Theory 25, No. 6, 1466--1497 (2009; Zbl 1180.62060) Full Text: DOI
Hwang, S. Y.; Baek, J. S. Asymptotic variance-covariance matrix of sample autocorrelations for threshold-asymmetric GARCH processes. (English) Zbl 1278.62144 Statistics 43, No. 1, 35-51 (2009). MSC: 62M10 62G20 PDF BibTeX XML Cite \textit{S. Y. Hwang} and \textit{J. S. Baek}, Statistics 43, No. 1, 35--51 (2009; Zbl 1278.62144) Full Text: DOI
Okui, Ryo Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators. (English) Zbl 1171.62052 Math. Comput. Simul. 79, No. 9, 2897-2909 (2009). MSC: 62M10 62F03 62F12 65C05 62E20 PDF BibTeX XML Cite \textit{R. Okui}, Math. Comput. Simul. 79, No. 9, 2897--2909 (2009; Zbl 1171.62052) Full Text: DOI