On the distribution of independence test for the residuals of space-time arma models

DOI10.1080/03610928208828259zbMath0527.62022OpenAlexW2055977850MaRDI QIDQ3042176

B. N. Nagarsenker, P. B. Nagarsenker

Publication date: 1982

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928208828259

zbMATH Keywords

incomplete beta functionresidualsspace-time autoregressive moving average modelsSTARMAtable of critical values

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Exact distribution theory in statistics (62E15)

Cites Work

• A Three-Stage Iterative Procedure for Space-Time Modeling
• A comparison of estimation procedures for the parameters of the star model
• Independence and sphericity tests for the residuals of space-time arma models

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