A Sequential and Iterative Testing Procedure to Identify the Nature of a Time Series Generating Process

DOI10.1080/07474946.2012.665721zbMath1242.62085OpenAlexW2094417357MaRDI QIDQ2888574

Elena Rusticelli, Estela Bee Dagum

Publication date: 1 June 2012

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2012.665721

zbMATH Keywords

iterative procedureconditional probabilitysequential procedureinferential testingnonlinear serial dependence

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10)

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