ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS (Q5285831)
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scientific article; zbMATH DE number 222965
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| English | ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS |
scientific article; zbMATH DE number 222965 |
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ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS (English)
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29 June 1993
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time series models
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residual analysis
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ARMA process
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limiting process of partial sums of residuals
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invertible autoregressive moving-average models
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standard Brownian motion
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root-\(n\) consistent
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martingale differences
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moment restrictions
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goodness-of-fit
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change-point problems
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density estimation
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0.8550357222557068
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0.8438189625740051
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0.8371328711509705
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0.8358877897262573
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0.8195720911026001
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