TESTS OF FIT IN TIME SERIES

DOI10.1093/BIOMET/39.3-4.309MaRDI QIDQ5817024zbMATH OpenOpenAlexFDO

Authors Peter Whittle

Publication date 1952

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/39.3-4.309

zbMATH Keywords

statistics

Cited in

(17)

• Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence
• Predictive stochastic complexity and model estimation for finite-state processes
• Statistical inference for quantiles in the frequency domain
• A systems approach to recursive economic forecasting and seasonal adjustment
• Comparison of two modified portmanteau tests for model adequacy
• Overlapped grouping periodogram test for detecting multiple hidden periodicities in mixed spectra
• ASYMPTOTIC RELATIVE EFFICIENCY OF SOME TESTS OF FIT IN TIME SERIES MODELS
• Investigation of periodicity for dependent observations
• ON THE CHOICE OF THE ORDER OF AUTOREGRESSIVE MODELS: A RANKING AND SELECTION APPROACH
• An improved divergence information criterion for the determination of the order of an AR process
• Asymptotic properties of some tests for autocorrelation
• The kepstrum method for spectral analysis†
• A note on a local equivalence of two recent approaches to autoregressive order determination
• THE RISE AND FALL OF EXTRANEOUS ESTIMATION: LESSONS FROM ECONOMETRIC HISTORY?
• Simultaneous confidence bands for Yule-Walker estimators and order selection
• COMPARATIVE POWER STUDIES FOR GOODNESS OF FIT TESTS OF TIME SERIES MODELS
• Discrimination of the order of linear systems

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