Estimating Serial Correlation by Visual Inspection of Diagnostic Plots

DOI10.2307/2684868zbMath0603.62094OpenAlexW4248812660MaRDI QIDQ3740080

Stephen M. Stigler

Publication date: 1986

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2684868

zbMATH Keywords

robustnessturning pointsserial correlationresidual analysispeaksrunsfirst-order autoregressive processquick assessment of computer- generated diagnostic plots

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

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