Graphical modeling for tests of ARMA models

MaRDI QIDQ3501923zbMATH OpenFDO

Authors Jian Xiong, Yuan Li, Zhenhai Yang

Publication date 3 June 2008

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)

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• Testing coefficients of AR and bilinear time series models by a graphical approach
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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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