Residual Correlations and Diagnostic Checking in Dynamic-Disturbance Time Series Models

DOI10.2307/2284456zbMATH Open0245.62086OpenAlexW4253024442MaRDI QIDQ5657579FDOQ5657579

David A. Pierce

Publication date: 1972

Full work available at URL: https://doi.org/10.2307/2284456

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) General biology and biomathematics (92B05)

Cited In (9)

• Time-varying additive model with autoregressive errors for locally stationary time series
• Estimating the mean and its effects on Neyman smooth tests of normality for ARMA models
• Mixed portmanteau test for diagnostic checking of time series models
• Causality in temporal systems. Characterizations and a Survey
• Goodness-of-fit tests for \(\beta\)ARMA hydrological time series modeling
• A new test for residual randomness in a class of dynamic autocorrelated econometric models
• A Simple Test for White Noise in Functional Time Series
• Checks of model adequacy for univariate time series models and their application to econometric relationships
• Forecasting in dynamic models with stochastic regressors

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