Robust goodness-of-fit tests for \(\text{AR} (p)\) models based on \(L_1\)-norm fitting (Q1305566)
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scientific article; zbMATH DE number 1342681
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust goodness-of-fit tests for \(\text{AR} (p)\) models based on \(L_1\)-norm fitting |
scientific article; zbMATH DE number 1342681 |
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Robust goodness-of-fit tests for \(\text{AR} (p)\) models based on \(L_1\)-norm fitting (English)
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17 February 2000
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L1-regression
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model diagnostic checking
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time series
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robustified residual autocorrelation
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portmanteau statistic
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