scientific article
From MaRDI portal
Publication:3868643
zbMath0431.62060MaRDI QIDQ3868643
Publication date: 1980
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
autoregressive moving- average processLagrange-multiplier tests of time-series modelsportmanteu statisticQuenouille's statistic
Related Items (14)
Testing causality using efficiently parametrized vector ARMA models ⋮ Distribution-free tests for time series models specification ⋮ Quenouille-type theorem on autocorrelations ⋮ A new test for ARMA models with errors following a general white noise process ⋮ A new data adaptive elastic net predictive model using hybridized smoothed covariance estimators with information complexity ⋮ Testing for measurement error in regression with autoregressive innovations ⋮ Granger-causality in multiple time series ⋮ Distribution of the cross‐correlations of squared residuals in ARIMA models ⋮ Limited distribution of sample partial autocorrelations: A matrix approach ⋮ Time series analysis via rank order theory: Signed-rank tests for ARMA models ⋮ Akaike's information criterion and recent developments in information complexity ⋮ Nonlinearity tests for bilinear systems ⋮ The Portmanteau Tests and the LM Test for ARMA Models with Uncorrelated Errors ⋮ Optimal tests for autoregressive models based on autoregression rank scores
This page was built for publication:
