scientific article; zbMATH DE number 774846

zbMATH Open0823.62018MaRDI QIDQ4839360FDOQ4839360

Authors: S. Y. Hwang, I. V. Basawa, Jack H. Reeves 

Publication date: 17 July 1995

Title of this publication is not available (Why is that?)

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zbMATH Keywords

residualsnonlinear time seriesconditional least squaresdiagnostic testingsimulation resultsresidual autocorrelationstests of fitjoint asymptotic distributionsample autocorrelation functions

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Cited In (8)

• An asymptotically pivotal transform of the residuals sample autocorrelations with application to model checking
• Efficient detection of random coefficients in autoregressive models
• Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model
• On the asymptotics of residuals in autoregressive moving average processes with one autoregressive unit root
• On the asymptotic standard errors of residual autocorrelations in nonlinear time series modelling
• A proposal for a residual autocorrelation test in linear models
• Diagnostic checking of multivariate nonlinear time series models with martingale difference errors
• Higher-Order Residual Analysis for Nonlinear Time Series with Autoregressive Correlation Structures

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