DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS (Q3321280): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1983.tb00373.x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2021760340 / rank | |||
Normal rank | |||
Revision as of 18:20, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS |
scientific article |
Statements
DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS (English)
0 references
1983
0 references
ARMA time series
0 references
diagnostic checking
0 references
portmanteau test
0 references
testing for statistical independence
0 references
normalized squared-residual autocorrelations
0 references
simulation experiment
0 references
small-sample validity
0 references
