REVERSED RESIDUALS IN AUTOREGRESSIVE TIME SERIES ANALYSIS

DOI10.1111/j.1467-9892.1992.tb00105.xzbMath0850.62670OpenAlexW2018248418MaRDI QIDQ4012949

Peter A. W. Lewis, Anthony J. Lawrance

Publication date: 27 September 1992

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1992.tb00105.x

Mathematics Subject Classification ID

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

Related Items (2)

Unnamed Item ⋮ The split-BREAK model

Cites Work

• Unnamed Item
• Partial and Multiple Correlation for Time Series
• On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
• Gamma processes
• Time-reversibility of linear stochastic processes

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