APPROXIMATE SIMULTANEOUS SIGNIFICANCE INTERVALS FOR RESIDUAL AUTOCORRELATIONS OF AUTOREGRESSIVE MOVING-AVERAGE TIME SERIES MODELS

DOI10.1111/j.1467-9892.1993.tb00127.xzbMath0825.62689OpenAlexW2149079665MaRDI QIDQ4696577

Ravishanker, Nalini, Jonathan R. M. Hosking

Publication date: 29 June 1993

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1993.tb00127.x

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

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Cites Work

• Unnamed Item
• Subset complement addition upper bounds. An improved inclusion-exclusion method
• Time series: theory and methods
• Probability Inequalities for Multivariate Distributions with Dependence Structures
• Approximate Simultaneous Prediction Intervals for Multiple Forecasts
• An upper bound for the probability of a union
• Optimal second-order product probability bounds
• Rectangular Confidence Regions for the Means of Multivariate Normal Distributions
• Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

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