A Statistical Method for the Determination of the Appropriate Order in a General Class of Time Series Models

DOI10.1081/STA-120019879MaRDI QIDQ4801423zbMATH OpenFDO

Authors A. Contreras-Cristán, José M. González-Barrios

Publication date 7 April 2003

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

empirical distributionmeasures of dependencemoving average modelssample autocorrelationnonlinear moving average models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 48093 (Why is no real title available?)
• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• A nonparametric test of serial independence for time series and residuals
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION
• The estimation of a nonlinear moving average model
• Time series: theory and methods.

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(3)

• Interval-valued time series models: estimation based on order statistics exploring the agriculture marketing service data
• The Application of a New Dependency Measure to Principal Component Analysis
• Multidimensional dependency measures

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