scientific article; zbMATH DE number 3671536

zbMATH Open0431.62060MaRDI QIDQ3868643FDOQ3868643

Authors: Jonathan R. M. Hosking 

Publication date: 1980

Title of this publication is not available (Why is that?)

zbMATH Keywords

autoregressive moving- average processLagrange-multiplier tests of time-series modelsportmanteu statisticQuenouille's statistic

Mathematics Subject Classification ID

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

Cited In (14)

• A new data adaptive elastic net predictive model using hybridized smoothed covariance estimators with information complexity
• Optimal tests for autoregressive models based on autoregression rank scores
• Distribution-free tests for time series models specification
• The portmanteau tests and the LM test for ARMA models with uncorrelated errors
• Testing for measurement error in regression with autoregressive innovations
• Testing causality using efficiently parametrized vector ARMA models
• A new test for ARMA models with errors following a general white noise process
• Distribution of the cross‐correlations of squared residuals in ARIMA models
• Akaike's information criterion and recent developments in information complexity
• Nonlinearity tests for bilinear systems
• Granger-causality in multiple time series
• Limited distribution of sample partial autocorrelations: A matrix approach
• Time series analysis via rank order theory: Signed-rank tests for ARMA models
• Quenouille-type theorem on autocorrelations

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