Using the Autodependogram in Model Diagnostic Checking
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Publication:2930696
DOI10.1007/978-3-642-35588-2_13zbMath1300.62066MaRDI QIDQ2930696
Publication date: 19 November 2014
Published in: Advances in Theoretical and Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-35588-2_13
nonlinear time series; serial independence; model diagnostic checking; autodependogram; \(\chi^2\)-test
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics