Pages that link to "Item:Q1965960"
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The following pages link to On portmanteau goodness-of-fit tests in robust time series modelling (Q1965960):
Displaying 10 items.
- Generalised portmanteau statistics and tests of randomness: A note on their applications to residuals from a fitted ARMA model (Q900099) (← links)
- Robust goodness-of-fit tests for \(\text{AR} (p)\) models based on \(L_1\)-norm fitting (Q1305566) (← links)
- A goodness-of-fit process for ARMA(\(p\),\(q\)) models based on a modified residual autocorrelation sequence (Q2643283) (← links)
- ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT (Q2937714) (← links)
- Robust Portmanteau TRA Tests and Their Limit Distribution (Q3155367) (← links)
- An Improvement of the Portmanteau Statistic (Q3608201) (← links)
- A goodness-of-fit test in robust time series modelling (Q3779618) (← links)
- A Powerful Portmanteau Test of Lack of Fit for Time Series (Q4468411) (← links)
- ON THE EMPIRICAL INFLUENCE FUNCTION OF THE PORTMANTEAU STATISTIC IN AR (1) PROCESS (Q4715700) (← links)
- A Portmanteau Test for ARMA Processes with Infinite Variance (Q5415873) (← links)
