Spectral domain diagnostics for testing model proximity and disparity in time series data

DOI10.1016/j.stamet.2008.02.007zbMath1220.62108MaRDI QIDQ537343

Scott H. Holan, Tucker S. McElroy

Publication date: 20 May 2011

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2008.02.007

zbMATH Keywords

frequency domain; ARMA; nonstationary time series; EXP models

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M15: Inference from stochastic processes and spectral analysis

62J20: Diagnostics, and linear inference and regression

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