A Cauchy estimator test for autocorrelation (Q5220787): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: WeightedPortTest / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/00949655.2013.874424 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2042683269 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a measure of lack of fit in time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A method for fitting stable autoregressive models using the autocovariation function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3146107 / rank
 
Normal rank
Property / cites work
 
Property / cites work: CAUCHY ESTIMATORS FOR AUTOREGRESSIVE PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS AND CONFIDENCE INTERVALS / rank
 
Normal rank
Property / cites work
 
Property / cites work: A small sample confidence interval for autoregressive parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A proposal for a residual autocorrelation test in linear models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Powerful Portmanteau Test of Lack of Fit for Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Improved multivariate portmanteau test / rank
 
Normal rank
Property / cites work
 
Property / cites work: New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4269108 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4194329 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification / rank
 
Normal rank
Property / cites work
 
Property / cites work: Improved Peňa-Rodriguez portmanteau test / rank
 
Normal rank

Latest revision as of 03:46, 22 July 2024

scientific article; zbMATH DE number 7183132
Language Label Description Also known as
English
A Cauchy estimator test for autocorrelation
scientific article; zbMATH DE number 7183132

    Statements

    A Cauchy estimator test for autocorrelation (English)
    0 references
    27 March 2020
    0 references
    serial correlation
    0 references
    portmanteau test
    0 references
    goodness-of-fit
    0 references

    Identifiers