Testing the adequacy of a time series model
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Cited in
(19)- Testing causality using efficiently parametrized vector ARMA models
- Time series analysis via rank order theory: Signed-rank tests for ARMA models
- Nonlinearity tests for bilinear systems
- Optimal tests for autoregressive models based on autoregression rank scores
- A new framework for analyzing survey forecasts using three-dimensional panel data
- ASYMPTOTIC DISTRIBUTIONS OF LIKELIHOOD RATIOS FOR OVERPARAMETRIZED ARMA PROCESSES
- ASYMPTOTIC RELATIVE EFFICIENCY OF SOME TESTS OF FIT IN TIME SERIES MODELS
- A FREQUENCY DOMAIN APPROACH TO LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING AVERAGE MODELS
- Model-structure selection by cross-validation
- EXACT MAXIMUM LIKELIHOOD ESTIMATE AND LAGRANGE MULTIPLIER TEST STATISTIC FOR ARMA MODELS
- ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS
- A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS
- ON THE LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS
- LAGRANGE MULTIPLIER TESTS FOR FRACTIONAL DIFFERENCE
- SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
- A GENERALIZED VARIANCE RATIO TEST OF ARIMA (p, 1, q) MODEL SPECIFICATION
- The portmanteau tests and the LM test for ARMA models with uncorrelated errors
- On the power of Portmanteau serial correlation tests
- Checks of model adequacy for univariate time series models and their application to econometric relationships
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