المؤلفون: Muriel Torrero, Nelson Omar

المصدر: CIENCIA ergo-sum : revista científica multidisciplinaria de la Universidad Autónoma del Estado de México ; 27 ; 3 ; 376-391

مصطلحات موضوعية: Sozialwissenschaften, Soziologie, Wirtschaft, Social sciences, sociology, anthropology, Economics, nonlinear dependence, sample autocorrelation, portmanteau statistics, robust tests, Erhebungstechniken und Analysetechniken der Sozialwissenschaften, Allgemeines, spezielle Theorien und Schulen, Methoden, Entwicklung und Geschichte der Wirtschaftswissenschaften, Methods and Techniques of Data Collection and Data Analysis, Statistical Methods, Computer Methods, Basic Research, General Concepts and History of Economics, Statistik, Korrelation, statistics, economy, correlation

Relation: https://www.ssoar.info/ssoar/handle/document/71214; http://nbn-resolving.org/urn:nbn:de:0168-ssoar-71214-9; https://doi.org/10.30878/ces.v27n3a6

الاتاحة: https://www.ssoar.info/ssoar/handle/document/71214
http://nbn-resolving.org/urn:nbn:de:0168-ssoar-71214-9
https://doi.org/10.30878/ces.v27n3a6

المؤلفون: El Himdi, Khalid, Roy, Roch

المصدر: The Canadian Journal of Statistics / La Revue Canadienne de Statistique, 1997 Jun 01. 25(2), 233-256.

URL الوصول: https://www.jstor.org/stable/3315734

المؤلفون: Saidi, Abdessamad

المصدر: The Canadian Journal of Statistics / La Revue Canadienne de Statistique, 2007 Mar 01. 35(1), 169-188.

URL الوصول: https://www.jstor.org/stable/20445245

المؤلفون: Robinson, P. M.

المصدر: Journal of the Royal Statistical Society. Series B (Methodological), 1985 Jan 01. 47(3), 429-437.

URL الوصول: https://www.jstor.org/stable/2345776

المؤلفون: Hallin, Marc, Puri, Madan L.

المصدر: Proceedings of the National Academy of Sciences of the United States of America, 1988 Apr 01. 85(7), 2031-2035.

URL الوصول: https://www.jstor.org/stable/31062

المؤلفون: Hallin, Marc, Puri, Madan L.

المصدر: The Annals of Statistics, 1988 Mar 01. 16(1), 402-432.

URL الوصول: https://www.jstor.org/stable/2241444

المؤلفون: Poskitt, D. S., Tremayne, A. R.

المصدر: The Annals of Statistics, 1982 Mar 01. 10(1), 114-120.

URL الوصول: https://www.jstor.org/stable/2240503

المؤلفون: Muriel, Nelson

المصدر: CIENCIA ergo-sum, ISSN 1405-0269, Vol. 27, Nº. 3, 2020, pags. 91-117

مصطلحات موضوعية: Nonlinear Dependence, Sample Autocorrelation, Portmanteau Statistics, Robust Tests, dependencia no lineal, autocorrelación muestral, estadísticos de Portmanteau, pruebas robustas

وصف الملف: application/pdf

Relation: https://dialnet.unirioja.es/servlet/oaiart?codigo=7963048; (Revista) ISSN 1405-0269

الاتاحة: https://dialnet.unirioja.es/servlet/oaiart?codigo=7963048

المؤلفون: Tai, Man Tang, Yang, Yaxing, Ling, Shiqing

مصطلحات موضوعية: Limiting distributions, Autoregressive moving-average model, 37M10, Secondary 62M10, Portmanteau statistics, Primary 91B84, Partially nonstationary, Autoregressive model

Relation: https://repository.hkust.edu.hk/ir/Record/1783.1-84008; Advances in Time Series Methods and Applications: The A. Ian McLeod Festschrift / Edited by Wai Keung Li, David A. Stanford, Hao Yu. New York : Springer, 2016, p. 115-130, Book series: Fields Institute Communications, v. 78; https://doi.org/10.1007/978-1-4939-6568-7_5; http://lbdiscover.ust.hk/uresolver?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rfr_id=info:sid/HKUST:SPI&rft.genre=article&rft.issn=&rft.volume=&rft.issue=&rft.date=2016&rft.spage=115&rft.aulast=Ling&rft.aufirst=Shiqing%7C012487&rft.atitle=Advances+in+Time+Series+Methods+and+Applications--The+A.+Ian+McLeod+Festschrift%2FDiagnostic+checking+of++partially+nonstationary+multivariaten+AR+and+ARMA+models&rft.title=Springer-Verlag,+New+York; http://www.scopus.com/record/display.url?eid=2-s2.0-85006062459&origin=inward

الاتاحة: https://repository.hkust.edu.hk/ir/Record/1783.1-84008
https://doi.org/10.1007/978-1-4939-6568-7_5
http://lbdiscover.ust.hk/uresolver?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rfr_id=info:sid/HKUST:SPI&rft.genre=article&rft.issn=&rft.volume=&rft.issue=&rft.date=2016&rft.spage=115&rft.aulast=Ling&rft.aufirst=Shiqing%7C012487&rft.atitle=Advances+in+Time+Series+Methods+and+Applications--The+A.+Ian+McLeod+Festschrift%2FDiagnostic+checking+of++partially+nonstationary+multivariaten+AR+and+ARMA+models&rft.title=Springer-Verlag,+New+York
http://www.scopus.com/record/display.url?eid=2-s2.0-85006062459&origin=inward

المؤلفون: Osorio García, Diana Carolina

المساهمون: Sierra Suárez, Lya Paola, Girón Cruz, Luis Eduardo

المصدر: Repositorio Universidad Javeriana
Pontificia Universidad Javeriana
instacron:Pontificia Universidad Javeriana

مصطلحات موضوعية: Razón de varianzas, Estadísticos de Portmanteau, Comercio internacional, Efficient markets, Metales, Variance ratios, Eficiencia de mercado, Portmanteau statistics, Precios de materias primas, Commodity prices, Maestría en economía - Tesis y disertaciones académicas

وصف الملف: PDF; application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=od______3056::9af942ce79700988597cd9d5f9ebcc56

المؤلفون: Chafik Bouhaddioui, Kilani Ghoudi

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: Statistics and Probability, Numerical Analysis, Goodness-of-fit tests, Series (mathematics), Portmanteau, Empirical process, Variance (accounting), Residual, Autoregressive model, Goodness of fit, Autoregressive models, Econometrics, Applied mathematics, Stable distributions, Statistics, Probability and Uncertainty, Portmanteau statistics, Infinite variance, Independence tests, Independence (probability theory), Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::236df2aa2e421490f6f548a1b1bb5923
https://doi.org/10.2139/ssrn.1867263

المؤلفون: Wong, H., Ling, SQ

مصطلحات موضوعية: Model diagnostic checking, Portmanteau statistics, Box-Jenkins models, Nonlinear time-series models

Relation: http://repository.ust.hk/ir/Record/1783.1-21185; Journal of time series analysis, v. 26, (4), 2005, JUL, p. 569-579; https://doi.org/10.1111/j.1467-9892.2005.00420.x; http://lbdiscover.ust.hk/uresolver?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rfr_id=info:sid/HKUST:SPI&rft.genre=article&rft.issn=0143-9782&rft.volume=26&rft.issue=4&rft.date=2005&rft.spage=569&rft.epage=579&rft.aulast=Wong&rft.aufirst=H&rft.atitle=Mixed+portmanteau+tests+for+time-series+models; http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=LinksAMR&SrcApp=PARTNER_APP&DestLinkType=FullRecord&DestApp=WOS&KeyUT=000229581700005; http://www.scopus.com/record/display.url?eid=2-s2.0-20744436540&origin=inward

الاتاحة: http://repository.ust.hk/ir/Record/1783.1-21185
https://doi.org/10.1111/j.1467-9892.2005.00420.x
http://lbdiscover.ust.hk/uresolver?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rfr_id=info:sid/HKUST:SPI&rft.genre=article&rft.issn=0143-9782&rft.volume=26&rft.issue=4&rft.date=2005&rft.spage=569&rft.epage=579&rft.aulast=Wong&rft.aufirst=H&rft.atitle=Mixed+portmanteau+tests+for+time-series+models
http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=LinksAMR&SrcApp=PARTNER_APP&DestLinkType=FullRecord&DestApp=WOS&KeyUT=000229581700005
http://www.scopus.com/record/display.url?eid=2-s2.0-20744436540&origin=inward

المؤلفون: Chafik Bouhaddioui, Jean-marie Dufour

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www2.cirano.qc.ca/~dufourj/Web_Site/Bouhaddioui_Dufour_2008_JAPS_TestCorrelationCointVARInf.pdf.

مصطلحات موضوعية: Infinite-order cointegrated vector, partial cross-correlations, test of non- correlation, portmanteau statistics, bootstrap

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.571.1807; http://www2.cirano.qc.ca/~dufourj/Web_Site/Bouhaddioui_Dufour_2008_JAPS_TestCorrelationCointVARInf.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.571.1807
http://www2.cirano.qc.ca/~dufourj/Web_Site/Bouhaddioui_Dufour_2008_JAPS_TestCorrelationCointVARInf.pdf

المؤلفون: Marc Hallin, Madan L. Puri

المصدر: Ann. Statist. 16, no. 1 (1988), 402-432
Time Series, Fuzzy Analysis and Miscellaneous Topics ISBN: 9789067643863

مصطلحات موضوعية: Statistics and Probability, Statistics::Theory, Rank (linear algebra), Gaussian, Uniformly most powerful test, White noise, asymptotically most powerful tests, asymptotic sufficiency, quadratic rank statistics, symbols.namesake, Autoregressive model, rank portmanteau statistics, Moving average, symbols, 62M10, Statistics::Methodology, Applied mathematics, Autoregressive–moving-average model, Statistics, Probability and Uncertainty, ARMA models, linear serial rank statistics, Statistic, asymptotically maximin most powerful tests, 62G10, Mathematics

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::43125109a7349c89aa188cb6d6c365ed
https://doi.org/10.1214/aos/1176350712