The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series (Q2495838): Difference between revisions

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+Goodness of fit tests for spectral distributions
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+Q4003431
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+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
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+Q3847819
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+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
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+Power Transformations to Induce Normality and their Applications
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+Consistent Testing for Serial Correlation of Unknown Form
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+A Tukey nonadditivity-type test for time series nonlinearity
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+On a measure of lack of fit in time series models
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+Q3870155
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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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+A Powerful Portmanteau Test of Lack of Fit for Time Series
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+Descriptive measures of multivariate scatter and linear dependence
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+Characterization of the partial autocorrelation function
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+A GOODNESS-OF-FIT TEST FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS BASED ON THE STANDARDIZED SAMPLE SPECTRAL DISTRIBUTION OF THE RESIDUALS
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