ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS (Q5285831)
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scientific article; zbMATH DE number 222965
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS |
scientific article; zbMATH DE number 222965 |
Statements
ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS (English)
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29 June 1993
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time series models
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residual analysis
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ARMA process
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limiting process of partial sums of residuals
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invertible autoregressive moving-average models
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standard Brownian motion
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root-\(n\) consistent
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martingale differences
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moment restrictions
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goodness-of-fit
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change-point problems
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density estimation
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