ARMA model checking with data-driven portmanteau tests

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Distribution free goodness-of-fit tests for linear processes
Testing goodness-of-fit in regression via order selection criteria
Spectral tests of the martingale hypothesis under conditional heteroscedasticity
Data-driven portmanteau tests for time series
Data-driven rate-optimal specification testing in regression models
Towards data driven selection of a penalty function for data driven Neyman tests
An automatic portmanteau test for serial correlation
An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking
A Review of the Development and Application of Recursive Residuals in Linear Models
Inference For Autocorrelations Under Weak Assumptions
Diagnostic testing of univariate time series models
A Simple Test for Serial Correlation in Regression Analysis
On a measure of lack of fit in time series models
A proposal for a residual autocorrelation test in linear models
On the Asymptotic Distribution of the Autocorrelations of a Sample from a Linear Stochastic Process
Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
On Limit Theorems for Quadratic Functions of Discrete Time Series
Diagnostic Checking in ARMA Models With Uncorrelated Errors
A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES
A Simple Asymptotically F-Distributed Portmanteau Test for Diagnostic Checking of Time Series Models With Uncorrelated Innovations

This page was built for publication: ARMA model checking with data-driven portmanteau tests