Testing time series for interpolability and whiteness

DOI10.1080/03610929708832069MaRDI QIDQ4269982zbMATH OpenOpenAlexFDO

Authors Roberto Baragona, Francesco Battaglia

Publication date 10 November 1999

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929708832069

zbMATH Keywords

index of linear determinisminterpolation error variancelinear interpolatorsportmanteau testtime serieswhite noise

Mathematics Subject Classification ID

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

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(4)

• Testing discrete-valued time series for whiteness
• A new test for whiteness
• Examining an irregularly sampled time series for whiteness
• Portmanteau tests based on quadratic forms in the autocorrelations

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