Corrigendum: A Self-Normalized Approach to Confidence Interval Construction in Time Series

DOI10.1111/j.1467-9868.2010.00754.xzbMath1411.62264OpenAlexW2162296383MaRDI QIDQ4632649

Xiao-Feng Shao

Publication date: 30 April 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2010.00754.x

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05)

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Goodness-of-fit tests for SPARMA models with dependent error terms ⋮ Portmanteau tests for periodic ARMA models with dependent errors ⋮ Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms ⋮ Change-point inference for high-dimensional heteroscedastic data ⋮ Estimating FARIMA models with uncorrelated but non-independent error terms ⋮ Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations

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