Analysis of short time series with an over-dispersion model

DOI10.1080/03610929508831492MaRDI QIDQ4843898zbMATH OpenOpenAlexFDO

Authors Shesh N. Rai, Bovas Abraham, Shelton Peiris

Publication date 17 August 1995

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

Full work available at URL https://doi.org/10.1080/03610929508831492

zbMATH Keywords

AR(1) modelover-dispersionparameter estimationshort time series

Mathematics Subject Classification ID

Statistics (62-XX)

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(7)

• Detecting outlying series in sets of short time series
• Simple detection of outlying short time series
• A Note on Testing for Serial Correlation in Large Number of Small Samples Using Tail Probability Approximations
• scientific article; zbMATH DE number 7495718 (Why is no real title available?)
• Variance stabilizing filters^#
• Saddlepoint approximation methods for testing of serial correlation in panel time series data
• Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities

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