Diagnostic tests for non-causal time series with infinite variance (Q389304): Difference between revisions

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+AR processes
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+portmanteau test
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+\(\alpha\)-stable distributions
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+Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes
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@@ Property / cites work @@
+Model identification for infinite variance autoregressive processes
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@@ Property / cites work @@
+Maximum likelihood estimation for all-pass time series models
+Normal rank
@@ Property / cites work @@
+Empirical processes for infinite variance autoregressive models
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@@ Property / cites work @@
+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
+Normal rank
@@ Property / cites work @@
+TIME-REVERSIBILITY, IDENTIFIABILITY AND INDEPENDENCE OF INNOVATIONS FOR STATIONARY TIME SERIES
+Normal rank
@@ Property / cites work @@
+Nonminimum phase non-Gaussian autoregressive processes.
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation for noncausal autoregressive processes
+Normal rank
@@ Property / cites work @@
+Least absolute deviation estimation for all-pass time series models
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+Linear prediction of ARMA processes with infinite variance
+Normal rank
@@ Property / cites work @@
+Limit theory for the sample covariance and correlation functions of moving averages
+Normal rank
@@ Property / cites work @@
+New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing
+Normal rank
@@ Property / cites work @@
+A method for fitting stable autoregressive models using the autocovariation function
+Normal rank
@@ Property / cites work @@
+Tests of independence and randomness based on the empirical copula process
+Normal rank
@@ Property / cites work @@
+Trimmed portmanteau test for linear processes with infinite variance
+Normal rank
@@ Property / cites work @@
+Improved Peňa-Rodriguez portmanteau test
@@ Property / cites work: Improved Peňa-Rodriguez portmanteau test / rank @@
+Normal rank
@@ Property / cites work @@
+Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models
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+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 @@
+Improved multivariate portmanteau test
@@ Property / cites work: Improved multivariate portmanteau test / rank @@
+Normal rank
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+DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
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+A proposal for a residual autocorrelation test in linear models
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+Numerical calculation of stable densities and distribution functions
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+An algorithm for evaluating stable densities in Zolotarev's \((M)\) parameterization
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+A Powerful Portmanteau Test of Lack of Fit for Time Series
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+The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series
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+Q5477703
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+Heavy tail modeling and teletraffic data. (With discussions and rejoinder)
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+Gaussian and non-Gaussian linear time series and random fields
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+FARIMA with stable innovations model of Great Salt Lake elevation time series
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+The impact of fat tailed returns on asset allocation
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+Least absolute deviation estimation for general autoregressive moving average time-series models
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+Q130542998
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+Publication:389304