Diagnostics for Time Series Analysis

DOI10.1111/1467-9892.00139zbMath0933.62089OpenAlexW2165520405MaRDI QIDQ4939806

Chris Carter, Robert Kohn, Richard H. Gerlach

Publication date: 1 March 2000

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

Full work available at URL: https://doi.org/10.1111/1467-9892.00139

zbMATH Keywords

importance samplingtime seriesconditional distributionsMarkov chain Monte-Carlo

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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