Spectral domain diagnostics for testing model proximity and disparity in time series data
type: Item
instance of: scholarly article
title: Spectral domain diagnostics for testing model proximity and disparity in time series data
zbMATH Open document ID: 1220.62108
author: Scott H. Holan
author: Tucker S. McElroy
published in: Statistical Methodology
publication date: 2011-05-20T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 62J20
zbMATH DE Number: 5898128
zbMATH Keywords: ARMA
zbMATH Keywords: EXP models
zbMATH Keywords: frequency domain
zbMATH Keywords: nonstationary time series
MaRDI profile type: Publication
full work available at URL: j.stamet.2008.02.007
OpenAlex ID: W2009868025
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cites work: Descriptive measures of multivariate scatter and linear dependence
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DOI: 10.1016/J.STAMET.2008.02.007
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description: scientific article; zbMATH DE number 5898128