Diagnostic Methods in Time Series

DOI10.1007/978-981-16-2264-9zbMath1467.62003OpenAlexW3167863805MaRDI QIDQ4993560

Tomoyuki Amano, Masanobu Taniguchi, Fumiya Akashi, Anna Clara Monti

Publication date: 15 June 2021

Published in: SpringerBriefs in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-16-2264-9

zbMATH Keywords

time seriesmodel diagnostics

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Diagnostics, and linear inference and regression (62J20)

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