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

DOI10.1081/STA-120019879zbMATH Open1048.62083MaRDI QIDQ4801423FDOQ4801423

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)

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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)

Cites Work

• Time series: theory and methods.
• Title not available (Why is that?)
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• Title not available (Why is that?)
• TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION
• A nonparametric test of serial independence for time series and residuals
• The estimation of a nonlinear moving average model

Cited In (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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