Pages that link to "Item:Q3804043"

The following pages link to Diagnostic testing of univariate time series models (Q3804043):

Displaying 39 items.

• Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
• Spectral domain diagnostics for testing model proximity and disparity in time series data (Q537343) (← links)
• On covariance function tests used in system identification (Q751604) (← links)
• Generalised portmanteau statistics and tests of randomness: A note on their applications to residuals from a fitted ARMA model (Q900099) (← links)
• Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods (Q962330) (← links)
• Improved Peňa-Rodriguez portmanteau test (Q1010524) (← links)
• Partial sums of lagged cross-products of AR residuals and a test for white noise (Q1019485) (← links)
• A new look at portmanteau tests (Q1744726) (← links)
• On portmanteau goodness-of-fit tests in robust time series modelling (Q1965960) (← links)
• Selecting optimal lag order in Ljung-Box test (Q2137647) (← links)
• Sum of squared ACF and the Ljung-box statistics (Q2156837) (← links)
• Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models (Q2165839) (← links)
• Mixed portmanteau test for diagnostic checking of time series models (Q2336523) (← links)
• The multiple testing problem for Box-Pierce statistics (Q2452104) (← links)
• Comparison of two modified portmanteau tests for model adequacy (Q2563579) (← links)
• Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications (Q2864627) (← links)
• Improved multivariate portmanteau test (Q2930880) (← links)
• On multiple portmanteau tests (Q3077660) (← links)
• ASYMPTOTIC RELATIVE EFFICIENCY OF SOME TESTS OF FIT IN TIME SERIES MODELS (Q3313160) (← links)
• A statistic to check model adequacy in time series (Q3474137) (← links)
• An Improvement of the Portmanteau Statistic (Q3608201) (← links)
• A FREQUENCY DOMAIN APPROACH TO LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING AVERAGE MODELS (Q3703145) (← links)
• SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS (Q3729869) (← links)
• A goodness-of-fit test in robust time series modelling (Q3779618) (← links)
• ON THE LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS (Q3821441) (← links)
• A proposal for a residual autocorrelation test in linear models (Q4323543) (← links)
• Partial and inverse autocorrelations in portmanteau-type tests for time series (Q4784256) (← links)
• New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing (Q4916512) (← links)
• (Q5101818) (← links)
• Multivariate hypothesis testing using generalized and {2}-inverses – with applications (Q5263990) (← links)
• Chi‐squared portmanteau tests for structural VARMA models with uncorrelated errors (Q5397961) (← links)
• Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors (Q5430508) (← links)
• Statistical Properties of Model-Based Signal Extraction Diagnostic Tests (Q5457984) (← links)
• Testing model adequacy for some Markov regression models for time series (Q5748778) (← links)
• Checks of model adequacy for univariate time series models and their application to econometric relationships (Q5750232) (← links)
• Granger causality and time series regression for modelling the migratory dynamics of influenza into Brazil (Q5870736) (← links)
• George Box's contributions to time series analysis and forecasting (Q6570548) (← links)
• ARMA model checking with data-driven portmanteau tests (Q6596734) (← links)
• Goodness-of-fit tests for \(\beta\)ARMA hydrological time series modeling (Q6626146) (← links)