A goodness-of-fit test in robust time series modelling (Q3779618)
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scientific article; zbMATH DE number 4041103
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A goodness-of-fit test in robust time series modelling |
scientific article; zbMATH DE number 4041103 |
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A goodness-of-fit test in robust time series modelling (English)
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1988
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goodness-of-fit test
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additive outlier
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Lagrange-multiplier test
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model adequacy
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residual autocovariance estimator
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autoregressive-moving average model
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time series model
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presence of outliers
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portmanteau statistic
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robust estimators
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Monte Carlo results
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0.8837226629257202
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0.8837226629257202
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0.8275743722915649
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0.8265367150306702
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