Tests based on sample partial autocorrelations
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Publication:4209929
DOI10.1017/S0004972700031932zbMath1003.62534MaRDI QIDQ4209929
Publication date: 19 January 2003
Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F03: Parametric hypothesis testing
Cites Work
- Inference on superimposed subcritical Galton-Watson processes with immigration
- Quenouille-type theorem on autocorrelations
- Goodness-of-fit for a branching process with immigration using sample partial autocorrelations
- Limited distribution of sample partial autocorrelations: A matrix approach
- Estimating Serial Correlation by Visual Inspection of Diagnostic Plots
- A time series approach to the study of the simple subcritical Galton–Watson process with immigration
- THE NUMBER OF PEAKS IN A STATIONARY SAMPLE AND ORTHANT PROBABILITIES
- A Large-Sample Test for the Goodness of Fit of Autoregressive Schemes
- A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS