Testing for dependence in the input to a linear time series model (Q4345896): Difference between revisions

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+https://doi.org/10.1080/10485259608832672
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+W2079433491
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+A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS
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+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
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+Q4082810
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+A test for independence based on the correlation dimension
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+NONPARAMETRIC TESTS FOR SERIAL DEPENDENCE
@@ Property / cites work: NONPARAMETRIC TESTS FOR SERIAL DEPENDENCE / rank @@
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+Q4124141
@@ Property / cites work: Q4124141 / rank @@
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+TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES
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+A NEW DIAGNOSTIC TEST OF MODEL INADEQUACY WHICH USES THE MARTINGALE DIFFERENCE CRITERION
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+BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
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+Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
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+On a Method of Calculation of Semi-Invariants
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+On Stochastic Limit and Order Relationships
@@ Property / cites work: On Stochastic Limit and Order Relationships / rank @@
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+On the Statistical Treatment of Linear Stochastic Difference Equations
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+DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
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+Q3843871
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+Q3323077
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+Consistent Nonparametric Entropy-Based Testing
@@ Property / cites work: Consistent Nonparametric Entropy-Based Testing / rank @@
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+Q3730889
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