Independence and sphericity tests for the residuals of space-time arma models

DOI10.1080/03610918008812172zbMath0436.62075OpenAlexW1556460666MaRDI QIDQ3876875

Stuart Jay Deutsch, Phillip E. Pfeifer

Publication date: 1980

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918008812172

zbMATH Keywords

likelihood ratiossphericity testsindependence testsSTARMAspace-time autoregressive moving average model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15)

Related Items (2)

Modeling temporal gradients in regionally aggregated California asthma hospitalization data ⋮ On the distribution of independence test for the residuals of space-time arma models

Cites Work

• Unnamed Item
• A Three-Stage Iterative Procedure for Space-Time Modeling
• On the Independence of k Sets of Normally Distributed Statistical Variables
• A Note on the Sphericity Test
• On the Exact Distributions of the Criterion $W$ for Testing Sphericity in a $p$-Variate Normal Distribution
• On the Distribution of the Sphericity Test Criterion in Classical and Complex Normal Populations Having Unknown Covariance Matrices
• Significance Test for Sphericity of a Normal $n$-Variate Distribution
• On the Completely Unbiassed Character of Tests of Independence in Multivariate Normal Systems
• Distribution of the Serial Correlation Coefficient

This page was built for publication: Independence and sphericity tests for the residuals of space-time arma models