Estimating Serial Correlation by Visual Inspection of Diagnostic Plots

DOI10.2307/2684868MaRDI QIDQ3740080zbMATH OpenOpenAlexFDO

Authors Stephen M. Stigler

Publication date 1986

Published in The American Statistician (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2684868

zbMATH Keywords

first-order autoregressive processpeaksquick assessment of computer- generated diagnostic plotsresidual analysisrobustnessrunsserial correlationturning points

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• scientific article; zbMATH DE number 6494099

Cited in

(4)

• A central limit theorem for a new statistic on permutations
• On testing for serial correlation in large numbers of small samples
• Tests based on sample partial autocorrelations
• THE NUMBER OF PEAKS IN A STATIONARY SAMPLE AND ORTHANT PROBABILITIES

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