A significance test for classifying arma models
From MaRDI portal
Publication:4357248
DOI10.1080/00949659608811737zbMath0899.62116MaRDI QIDQ4357248
Publication date: 15 November 1998
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949659608811737
62G10: Nonparametric hypothesis testing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
Related Items
FUZZY C-MEANS CLUSTERING MODELS FOR MULTIVARIATE TIME-VARYING DATA: DIFFERENT APPROACHES, Discriminant and cluster analysis for Gaussian stationary processes: local linear fitting approach, Tests for comparing time series of unequal lengths, The Autoregressive metric for comparing time series models, Clustering financial time series with variance ratio statistics, COMPARING TIME-VARYING AUTOREGRESSIVE STRUCTURES OF LOCALLY STATIONARY PROCESSES, Comparing several parametric and nonparametric approaches to time series clustering: a simulation study, A run length transformation for discriminating between auto regressive time series, Noise fuzzy clustering of time series by autoregressive metric, Classifying time series data: a nonparametric approach, Comparison of time series using subsampling, Multi-sample test-based clustering for fuzzy random variables, Time series clustering based on forecast densities, Time series clustering and classification by the autoregressive metric, Clustering heteroskedastic time series by model-based procedures, Temporal clustering of time series via threshold autoregressive models: application to commodity prices, Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series, Time series clustering based on nonparametric multidimensional forecast densities, GARCH-based robust clustering of time series, Robust fuzzy clustering based on quantile autocovariances, A fragmented-periodogram approach for clustering big data time series, Nonlinear time series clustering based on Kolmogorov-Smirnov 2D statistic, A hypothesis test using bias-adjusted AR estimators for classifying time series in small samples, Clustering of time series using quantile autocovariances, Identifying financial time series with similar dynamic conditional correlation, Non-linear time series clustering based on non-parametric forecast densities, Spectral Decomposition of the AR Metric, Comparison of stationary time series using distribution-free methods
Cites Work
