Diagnostic testing of univariate time series models
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Recommendations
Cited in
(52)- Improved Peňa-Rodriguez portmanteau test
- Partial sums of lagged cross-products of AR residuals and a test for white noise
- A new look at portmanteau tests
- On portmanteau goodness-of-fit tests in robust time series modelling
- Selecting optimal lag order in Ljung-Box test
- Sum of squared ACF and the Ljung-Box statistics
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models
- Mixed portmanteau test for diagnostic checking of time series models
- The multiple testing problem for Box-Pierce statistics
- Comparison of two modified portmanteau tests for model adequacy
- Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications
- Improved multivariate portmanteau test
- The diagnostic of m dimensional AR(p) models
- On multiple portmanteau tests
- ASYMPTOTIC RELATIVE EFFICIENCY OF SOME TESTS OF FIT IN TIME SERIES MODELS
- A statistic to check model adequacy in time series
- On diagnostic checking time series models with portmanteau test statistics based on generalized inverses and \(\{2\}\)-inverses
- Testing for remaining autocorrelation of the residuals in the framework of fuzzy rule-based time series modelling
- Testing for Multivariate Autocorrelation
- An Improvement of the Portmanteau Statistic
- A FREQUENCY DOMAIN APPROACH TO LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING AVERAGE MODELS
- scientific article; zbMATH DE number 3942794 (Why is no real title available?)
- SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS
- A goodness-of-fit test in robust time series modelling
- ON THE LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS
- Diagnostic tests for non-causal time series with infinite variance
- A proposal for a residual autocorrelation test in linear models
- Sensitivity of the portmanteau statistic in time series modeling
- Partial and inverse autocorrelations in portmanteau-type tests for time series
- scientific article; zbMATH DE number 2109191 (Why is no real title available?)
- New weighted portmanteau statistics for time series goodness of fit testing
- Diagnostics for Time Series Analysis
- scientific article; zbMATH DE number 7578299 (Why is no real title available?)
- Kernel-based portmanteau diagnostic test for ARMA time series models
- Multivariate hypothesis testing using generalized and {2}-inverses – with applications
- Spectral domain diagnostics for testing model proximity and disparity in time series data
- A new diagnostic tool for VARMA\((p,q)\) models
- Chi-squared portmanteau tests for structural VARMA models with uncorrelated errors
- Generalized portmanteau tests based on subspace methods
- Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors
- Statistical Properties of Model-Based Signal Extraction Diagnostic Tests
- Testing model adequacy for some Markov regression models for time series
- Checks of model adequacy for univariate time series models and their application to econometric relationships
- Diagnostic test for unstable autoregressive models
- Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty: Formulations and empirical evaluation
- scientific article; zbMATH DE number 7644904 (Why is no real title available?)
- George Box's contributions to time series analysis and forecasting
- ARMA model checking with data-driven portmanteau tests
- Goodness-of-fit tests for ARMA hydrological time series modeling
- On covariance function tests used in system identification
- Generalised portmanteau statistics and tests of randomness: A note on their applications to residuals from a fitted ARMA model
- Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods
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