A Large-Sample Test for the Goodness of Fit of Autoregressive Schemes
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Cited in
(19)- The inverse partial correlation function of a time series and its applications
- Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process
- Quenouille-type theorem on autocorrelations
- Goodness-of-fit for a branching process with immigration using sample partial autocorrelations
- Limited distribution of sample partial autocorrelations: A matrix approach
- On the parametrization of autoregressive models by partial autocorrelations
- Distribution-free tests for time series models specification
- ON THE SELECTION OF SUBSET AUTOREGRESSIVE TIME SERIES MODELS
- Asymptotic distribution of the order selected by AIC in multivariate autoregressive model fitting
- Tests based on sample partial autocorrelations
- EXACT GENERAL-LAG SERIAL CORRELATION MOMENTS AND APPROXIMATE LOW-LAG PARTIAL CORRELATION MOMENTS FOR GAUSSIAN WHITE NOISE
- Simultaneous confidence bands for Yule-Walker estimators and order selection
- Goodness-of-fit tests for binomial AR(1) processes
- Diagnostic tests for innovations of ARMA models using empirical processes of residuals
- Discrimination of the order of linear systems
- Series cronologicas estacionarias
- Autoregressive mixture models for clustering time series
- Limit theorems on a linear explosive stochastic model for time series with moving average error
- On some moments and distributions occurring in the theory of linear stochastic processes. I
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