Goodness-of-fit tests for random sequences incorporating several components (Q515470)

scientific article

In more languages

Language	Label	Description	Also known as
English	Goodness-of-fit tests for random sequences incorporating several components	scientific article

Statements

Goodness-of-fit tests for random sequences incorporating several components (English)

Yuriy Vasil'ovich Kozachenko

0 references

published in

Random Operators and Stochastic Equations

16 March 2017

goodness-of-fit test

random sequence

estimators

asymptotic properties

0 references

square Gaussian random variable

expectation

covariance function

time series

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1515/rose-2017-0001

Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

0 references

Time series: Theory and methods

0 references

Q4947463

0 references

A GENERALIZED PORTMANTEAU GOODNESS-OF-FIT TEST FOR TIME SERIES MODELS

0 references

The Multivariate Portmanteau Statistic

0 references

Q3928869

0 references

An $L_p$-criterion for testing a hypothesis about the covariance function of a random sequence

0 references

Q5488428

0 references

Goodness-of-fit tests for random sequences incorporating several components

On a measure of lack of fit in time series models

0 references

Improved multivariate portmanteau test

0 references

Identifiers

Sitelinks

Mathematics(1 entry)

mardi Publication:515470