Spectral domain diagnostics for testing model proximity and disparity in time series data

DOI10.1016/j.stamet.2008.02.007zbMath1220.62108OpenAlexW2009868025MaRDI QIDQ537343

Scott H. Holan, Tucker S. McElroy

Publication date: 20 May 2011

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2008.02.007

zbMATH Keywords

frequency domainARMAnonstationary time seriesEXP models

Mathematics Subject Classification ID

Related Items (1)

Hermite expansion and estimation of monotonic transformations of Gaussian data

Cites Work

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