A statistic to check model adequacy in time series

DOI10.1080/03610928808829872zbMath0696.62346OpenAlexW2035393370MaRDI QIDQ3474137

No author found.

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1080/03610928808829872

zbMATH Keywords

time seriesconstant variancemodel adequacy

Mathematics Subject Classification ID

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

Cites Work

• DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
• On a measure of lack of fit in time series models
• Bayesian analysis of some outlier problems in time series

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