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Selecting optimal lag order in Ljung–Box test
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Selecting optimal lag order in Ljung–Box test (2019)Selecting optimal lag order in Ljung–Box …Analysis of Financial Time Series (2010)Analysis of Financial Time Se…Analysis of Financial Time Series (2006)Analysis of Financial Time Se…Forecasting principles and practiceForecasting principles and pr…Enhanced distribution-free Cucconi schemes based on runs: An application to the surveillance of daily average customer service time (2024)Enhanced distribution-free Cu…Proposed nonparametric runs rules Lepage and synthetic Lepage schemes (2022)Proposed nonparametric runs r…Multivariate GARCH models: a surveyThe Pricing of Options and Corporate Liabilities (1973)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Modeling Ordered Choices (2010)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)A Synthetic Control Chart for Detecting Small Shifts in the Process Mean (2000)Introduction to Statistical Process Control (2013)An Overview of Phase I Analysis for Process Improvement and Monitoring (2014)Nonparametric (distribution-free) control charts: An updated overview and some results (2019)A model of carbon price interactions with macroeconomic and energy dynamics (2011)STATISTICAL ARBITRAGE PAIRS TRADING STRATEGIES: REVIEW AND OUTLOOK (2016)Reducing demand uncertainty in the platelet supply chain through artificial neural networks and ARIMA models (2019)A Comparison of ARIMA and LSTM in Forecasting Time Series (2018)The Performance of LSTM and BiLSTM in Forecasting Time Series (2019)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)
this work references cited by second hop

References

  • n.d.Forecasting principles and practice4,364 cited
  • 2006Analysis of Financial Time Series2,348 cited
  • 2010Analysis of Financial Time Series1,035 cited

Cited by

  • 2022Proposed nonparametric runs rules Lepage and synthetic Lepage schemes13 cited
  • 2024Enhanced distribution-free Cucconi schemes based on runs: An application to the surveillance of daily average customer service time12 cited

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