A Test for Spectrum Flatness
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Publication:3505331
DOI10.1111/J.1467-9892.2007.00523.XzbMATH Open1150.62056OpenAlexW2138569024MaRDI QIDQ3505331FDOQ3505331
Publication date: 18 June 2008
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2007.00523.x
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
Cites Work
- Time series: theory and methods.
- Title not available (Why is that?)
- On a measure of lack of fit in time series models
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
- DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
- Significance levels of the Box-Pierce portmanteau statistic in finite samples
- Comparison of two modified portmanteau tests for model adequacy
Cited In (5)
- Spectral domain diagnostics for testing model proximity and disparity in time series data
- A fast flatness testing criterion in characteristic zero
- A test for randomness against ARMA alternatives.
- A GOODNESS-OF-FIT TEST FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS BASED ON THE STANDARDIZED SAMPLE SPECTRAL DISTRIBUTION OF THE RESIDUALS
- Testing discrete-valued time series for whiteness
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