Testing coefficients of AR and bilinear time series models by a graphical approach

DOI10.1007/s11425-008-0082-3zbMath1184.62153OpenAlexW2085967994MaRDI QIDQ1042829

Heung Wong, Xianhua Luo, Wai-Cheung Ip, Yu'an Li

Publication date: 7 December 2009

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-008-0082-3

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Applications of graph theory (05C90)

Uses Software

• MIM

Cites Work

• Granger causality and path diagrams for multivariate time series
• Graphical modelling of multivariate time series
• Introduction to Graphical Modelling
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