Parametric inference in stationary time series models with dependent errors
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Publication:3145568
DOI10.1111/J.1467-9469.2011.00781.XzbMATH Open1253.62063OpenAlexW2169306044MaRDI QIDQ3145568FDOQ3145568
Publication date: 21 December 2012
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9469.2011.00781.x
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Cited In (10)
- Constructing Stationary Time Series Models Using Auxiliary Variables With Applications
- Portmanteau tests for periodic ARMA models with dependent errors
- Estimating FARIMA models with uncorrelated but non-independent error terms
- Inferences about the parameters of a time series model with changing variance
- Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms
- Goodness-of-fit tests for SPARMA models with dependent error terms
- Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval
- A general approach to the joint asymptotic analysis of statistics from sub-samples
- Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations
- Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms
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