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

@@ 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 @@
+A method for fitting stable autoregressive models using the autocovariation function
+Normal rank
@@ Property / cites work @@
+Q3146107
@@ Property / cites work: Q3146107 / rank @@
+Normal rank
@@ Property / cites work @@
+CAUCHY ESTIMATORS FOR AUTOREGRESSIVE PROCESSES WITH APPLICATIONS  TO UNIT ROOT TESTS AND CONFIDENCE INTERVALS
+Normal rank
@@ Property / cites work @@
+A small sample confidence interval for autoregressive parameters
+Normal rank
@@ Property / cites work @@
+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
+Normal rank
@@ Property / cites work @@
+A proposal for a residual autocorrelation test in linear models
+Normal rank
@@ Property / cites work @@
+A Powerful Portmanteau Test of Lack of Fit for Time Series
+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 @@
+Improved multivariate portmanteau test
@@ Property / cites work: Improved multivariate portmanteau test / rank @@
+Normal rank
@@ Property / cites work @@
+New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing
+Normal rank
@@ Property / cites work @@
+Q4269108
@@ Property / cites work: Q4269108 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4194329
@@ Property / cites work: Q4194329 / rank @@
+Normal rank
@@ 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
+Normal rank
@@ Property / cites work @@
+Improved Peňa-Rodriguez portmanteau test
@@ Property / cites work: Improved Peňa-Rodriguez portmanteau test / rank @@
+Normal rank