On goodness of fit for time series regression models

Journal of Statistical Computation and Simulation

Volumn 69, Issue 3, 2001, Pages 239-256

  Chen, Cathy W S ^a   Wen, Yu Wen ^a  

^a FENG CHIA UNIVERSITY   (Taiwan)

Author keywords

Diagnostics; Importance sampling; MCMC; Model adequacy; Particle filters

Indexed keywords

EID: 0035649560     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949650108812093     Document Type: Article

References (12)

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