A Statistical Method for the Determination of the Appropriate Order in a General Class of Time Series Models

DOI10.1081/STA-120019879zbMath1048.62083MaRDI QIDQ4801423

José María González-Barrios, Alberto Contreras-Cristán

Publication date: 7 April 2003

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

zbMATH Keywords

moving average modelsempirical distributionmeasures of dependencesample autocorrelationnonlinear moving average models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites Work

• Time series: theory and methods.
• The estimation of a nonlinear moving average model
• TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• A nonparametric test of serial independence for time series and residuals
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