Graphical modeling for tests of ARMA models

zbMATH Open1150.62413MaRDI QIDQ3501923FDOQ3501923

Authors: Jian Xiong, Yuan Li, Zhenhai Yang 

Publication date: 3 June 2008

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zbMATH Keywords

time series analysiscausal relations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Graphical methods in statistics (62A09)

Cited In (5)

• Time series models with given interactions
• Graphical and phase space models for univariate time series
• A test statistic for graphical modelling of multivariate time series
• Testing coefficients of AR and bilinear time series models by a graphical approach
• Generalized maximum entropy based identification of graphical ARMA models

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