Robust goodness-of-fit tests for \(\text{AR} (p)\) models based on \(L_1\)-norm fitting
type: Item
instance of: scholarly article
title: Robust goodness-of-fit tests for \(\text{AR} (p)\) models based on \(L_1\)-norm fitting
zbMATH Open document ID: 0936.62099
DOI: 10.1007/BF02874252
author: Jiancheng Jiang
author: Zhongguo Zheng
author: Yer Van Hui
published in: Science in China. Series A
publication date: 2000-02-17T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F35
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 1342681
zbMATH Keywords: L1-regression
zbMATH Keywords: model diagnostic checking
zbMATH Keywords: time series
zbMATH Keywords: robustified residual autocorrelation
zbMATH Keywords: portmanteau statistic
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf02874252
OpenAlex ID: W2069218433
description: scientific article; zbMATH DE number 1342681