Diagnostic Tests for Innovations of ARMA Models Using Empirical Processes of Residuals (Q5272951): Difference between revisions

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-Kilani Ghoudi
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+Kilani Ghoudi
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+https://doi.org/10.1007/978-1-4939-3076-0_14
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+W3125539975
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+ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS
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+Weak convergence of the sequential empirical processes of residuals in ARMA models
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+Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
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+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
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+Time series: theory and methods.
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+Nonparametric change-point estimation
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+TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION
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+Weak convergence of the sample distribution function when parameters are estimated
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+Tests of independence and randomness based on the empirical copula process
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+ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS
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+On a measure of lack of fit in time series models
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+DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
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+Publication:5272951