DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS (Q3321280): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: The Lindeberg-Levy Theorem for Martingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Note on the Generation of Random Normal Deviates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4137964 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4158357 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-linear time series regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4194329 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear Statistical Inference and its Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric estimation of Markov transition functions / rank
 
Normal rank

Latest revision as of 11:31, 14 June 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

    Identifiers