scientific article; zbMATH DE number 1208109

zbMath0903.62070MaRDI QIDQ4212940

Jiří Anděl

Publication date: 15 December 1998

Full work available at URL: https://eudml.org/doc/27460

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

normalitytime seriesnonlinearmeanvariancelinearitynonnormalsample correlation functions

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
• Higher-Order Residual Analysis for Nonlinear Time Series with Autoregressive Correlation Structures
• Product autoregression: a time-series characterization of the gamma distribution
• REVERSED RESIDUALS IN AUTOREGRESSIVE TIME SERIES ANALYSIS
• On a measure of lack of fit in time series models
• Significance levels of the Box-Pierce portmanteau statistic in finite samples
• APPROXIMATE SIMULTANEOUS SIGNIFICANCE INTERVALS FOR RESIDUAL AUTOCORRELATIONS OF AUTOREGRESSIVE MOVING-AVERAGE TIME SERIES MODELS
• Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models