Sensitivity of the portmanteau statistic in time series modeling
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Publication:4540897
DOI10.1080/02664760120059228zbMATH Open0991.62065OpenAlexW2074187382MaRDI QIDQ4540897FDOQ4540897
Authors: Andy H. Lee, John S. Yick, Yer Van Hui 
Publication date: 28 July 2002
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664760120059228
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Cites Work
- Maximum Likelihood Fitting of ARMA Models to Time Series with Missing Observations
- On a measure of lack of fit in time series models
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
- Estimation, Prediction, and Interpolation for Nonstationary Series with the Kalman Filter
- Title not available (Why is that?)
- Title not available (Why is that?)
- Missing observations in ARIMA models: Skipping approach versus additive outlier approach
- Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data
- Kalman filter with outliers and missing observations
- A goodness-of-fit test in robust time series modelling
- A recursive approach for estimating missing observations in an univariate time series
- Reallocation Outliers in Time Series
- Detecting Possibly Non-Consecutive Outliers in Industrial Time Series
- OUTLIER DIAGNOSTICS IN TIME SERIES ANALYSIS
- 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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