Spectral domain diagnostics for testing model proximity and disparity in time series data (Q537343): Difference between revisions

@@ Property / author @@
-Tucker S. McElroy
@@ Property / author: Tucker S. McElroy / rank @@
-Normal rank
@@ Property / author @@
+Tucker S. McElroy
@@ Property / author: Tucker S. McElroy / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M15
@@ Property / Mathematics Subject Classification ID: 62M15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 62G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C60
@@ Property / Mathematics Subject Classification ID: 65C60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J20
@@ Property / Mathematics Subject Classification ID: 62J20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+5898128
@@ Property / zbMATH DE Number: 5898128 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ARMA
@@ Property / zbMATH Keywords: ARMA / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+EXP models
@@ Property / zbMATH Keywords: EXP models / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+frequency domain
@@ Property / zbMATH Keywords: frequency domain / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonstationary time series
@@ Property / zbMATH Keywords: nonstationary time series / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.stamet.2008.02.007
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@@ Property / OpenAlex ID @@
+W2009868025
@@ Property / OpenAlex ID: W2009868025 / rank @@
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@@ Property / cites work @@
+Q4865042
@@ Property / cites work: Q4865042 / rank @@
+Normal rank
@@ Property / cites work @@
+An exponential model for the spectrum of a scalar time series
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+A GENERALIZED PORTMANTEAU GOODNESS-OF-FIT TEST FOR TIME SERIES MODELS
+Normal rank
@@ Property / cites work @@
+Weighted least squares estimators on the frequency domain for the parameters of a time series
+Normal rank
@@ Property / cites work @@
+On the integral of the squared periodogram
@@ Property / cites work: On the integral of the squared periodogram / rank @@
+Normal rank
@@ Property / cites work @@
+A Test for Spectrum Flatness
@@ Property / cites work: A Test for Spectrum Flatness / rank @@
+Normal rank
@@ Property / cites work @@
+Q4821817
@@ Property / cites work: Q4821817 / rank @@
+Normal rank
@@ Property / cites work @@
+On a measure of lack of fit in time series models
@@ Property / cites work: On a measure of lack of fit in time series models / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of spectral moments of time series
@@ Property / cites work: Estimation of spectral moments of time series / rank @@
+Normal rank
@@ Property / cites work @@
+Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models
+Normal rank
@@ Property / cites work @@
+A Powerful Portmanteau Test of Lack of Fit for Time Series
+Normal rank
@@ Property / cites work @@
+Descriptive measures of multivariate scatter and linear dependence
+Normal rank
@@ Property / cites work @@
+The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series
+Normal rank
@@ Property / cites work @@
+Asymptotic theory of statistical inference for time series
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:537343