Pages that link to "Item:Q4181137"

The following pages link to Testing the adequacy of a time series model (Q4181137):

Displaying 19 items.

• Testing causality using efficiently parametrized vector ARMA models (Q1086960) (← links)
• Time series analysis via rank order theory: Signed-rank tests for ARMA models (Q1182743) (← links)
• Nonlinearity tests for bilinear systems (Q1196872) (← links)
• Optimal tests for autoregressive models based on autoregression rank scores (Q1568277) (← links)
• A new framework for analyzing survey forecasts using three-dimensional panel data (Q1899231) (← links)
• ASYMPTOTIC DISTRIBUTIONS OF LIKELIHOOD RATIOS FOR OVERPARAMETRIZED ARMA PROCESSES (Q3028140) (← links)
• ASYMPTOTIC RELATIVE EFFICIENCY OF SOME TESTS OF FIT IN TIME SERIES MODELS (Q3313160) (← links)
• A FREQUENCY DOMAIN APPROACH TO LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING AVERAGE MODELS (Q3703145) (← links)
• Model-structure selection by cross-validation (Q3744063) (← links)
• EXACT MAXIMUM LIKELIHOOD ESTIMATE AND LAGRANGE MULTIPLIER TEST STATISTIC FOR ARMA MODELS (Q3745110) (← links)
• ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS (Q3749989) (← links)
• A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS (Q3777272) (← links)
• ON THE LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS (Q3821441) (← links)
• LAGRANGE MULTIPLIER TESTS FOR FRACTIONAL DIFFERENCE (Q4299032) (← links)
• SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (Q4817926) (← links)
• A GENERALIZED VARIANCE RATIO TEST OF ARIMA (p, 1, q) MODEL SPECIFICATION (Q4855268) (← links)
• The Portmanteau Tests and the LM Test for ARMA Models with Uncorrelated Errors (Q4976480) (← links)
• On the power of Portmanteau serial correlation tests (Q5475366) (← links)
• Checks of model adequacy for univariate time series models and their application to econometric relationships (Q5750232) (← links)