Tests based on sample partial autocorrelations

DOI10.1017/S0004972700031932zbMath1003.62534OpenAlexW2027912813MaRDI QIDQ4209929

Simon F. Ku

Publication date: 19 January 2003

Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0004972700031932

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

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

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