Independence and sphericity tests for the residuals of space-time arma models

DOI10.1080/03610918008812172zbMath0436.62075MaRDI QIDQ3876875

Stuart Jay Deutsch, Phillip E. Pfeifer

Publication date: 1980

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918008812172

zbMATH Keywords

likelihood ratios; sphericity tests; independence tests; STARMA; space-time autoregressive moving average model

Mathematics Subject Classification ID

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

62H15: Hypothesis testing in multivariate analysis

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Modeling temporal gradients in regionally aggregated California asthma hospitalization data, On the distribution of independence test for the residuals of space-time arma models

Cites Work

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• On the Distribution of the Sphericity Test Criterion in Classical and Complex Normal Populations Having Unknown Covariance Matrices
• Significance Test for Sphericity of a Normal $n$-Variate Distribution
• On the Completely Unbiassed Character of Tests of Independence in Multivariate Normal Systems
• Distribution of the Serial Correlation Coefficient