Sensitivity of the portmanteau statistic in time series modeling
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Publication:4540897
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Cites work
- scientific article; zbMATH DE number 3899977 (Why is no real title available?)
- scientific article; zbMATH DE number 842531 (Why is no real title available?)
- A goodness-of-fit test in robust time series modelling
- A recursive approach for estimating missing observations in an univariate time series
- Detecting Possibly Non-Consecutive Outliers in Industrial Time Series
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
- Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data
- Estimation, Prediction, and Interpolation for Nonstationary Series with the Kalman Filter
- Kalman filter with outliers and missing observations
- Maximum Likelihood Fitting of ARMA Models to Time Series with Missing Observations
- Missing observations in ARIMA models: Skipping approach versus additive outlier approach
- OUTLIER DIAGNOSTICS IN TIME SERIES ANALYSIS
- On a measure of lack of fit in time series models
- Reallocation Outliers in Time Series
- Relationship Between Missing Data Likelihoods and Complete Data Restricted Likelihoods for Regression Time Series Models: An Application to Total Ozone Data
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