A goodness-of-fit test in robust time series modelling (Q3779618)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A goodness-of-fit test in robust time series modelling |
scientific article |
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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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