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Volumn 85, Issue 1, 2000, Pages 159-176

On the integral of the squared periodogram

Author keywords

Box Pierce statistic; Goodness of fit; Non linear functions; Periodogram; Primary 62E20; Secondary 62F03

Indexed keywords


EID: 0042496229     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(99)00071-X     Document Type: Article
Times cited : (23)

References (12)
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    • (1992) J. Roy. Statist. Soc. B , vol.54 , pp. 749-760
    • Beran, J.1
  • 4
    • 84945595789 scopus 로고
    • Distribution of residual autocorrelations in autoregressive integrated moving average time series models
    • Box G.E.P., Pierce D.A. Distribution of residual autocorrelations in autoregressive integrated moving average time series models. J. Amer. Statist. Assoc. 65:1970;1509-1526.
    • (1970) J. Amer. Statist. Assoc. , vol.65 , pp. 1509-1526
    • Box, G.E.P.1    Pierce, D.A.2
  • 7
    • 0002188727 scopus 로고
    • Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
    • Fox R., Taqqu M.S. Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series. Ann. Statist. 14:1986;517-532.
    • (1986) Ann. Statist. , vol.14 , pp. 517-532
    • Fox, R.1    Taqqu, M.S.2
  • 8
    • 0000302722 scopus 로고
    • The asymptotic theory of linear time series models
    • Hannan E.J. The asymptotic theory of linear time series models. J. Appl. Probab. 10:1973;130-145.
    • (1973) J. Appl. Probab. , vol.10 , pp. 130-145
    • Hannan, E.J.1
  • 9
    • 21344466494 scopus 로고    scopus 로고
    • Expectations of products of quadratic forms in normal variables
    • Holmquist B. Expectations of products of quadratic forms in normal variables. Stochast. Anal. Appl. 14:1996;149-164.
    • (1996) Stochast. Anal. Appl. , vol.14 , pp. 149-164
    • Holmquist, B.1
  • 10
    • 0008296737 scopus 로고
    • A test of fit in time series models
    • Milhøj A. A test of fit in time series models. Biometrika. 68:1981;177-188.
    • (1981) Biometrika , vol.68 , pp. 177-188
    • Milhøj, A.1
  • 11
    • 0002742671 scopus 로고
    • On estimation of the integrals of certain functions of spectral density
    • Taniguchi M. On estimation of the integrals of certain functions of spectral density. J. Appl. Probab. 17:1980;73-83.
    • (1980) J. Appl. Probab. , vol.17 , pp. 73-83
    • Taniguchi, M.1
  • 12
    • 0000751392 scopus 로고
    • Estimation and information in stationary time series
    • Whittle P. Estimation and information in stationary time series. Ark. Math. 2:1953;423-434.
    • (1953) Ark. Math. , vol.2 , pp. 423-434
    • Whittle, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.