Model diagnosis for setar time series

Statistica Sinica

Volumn 15, Issue 3, 2005, Pages 795-817

  Koul, Hira L ^a   Stute, Winfried ^b   Li, Fang ^a,b  

^a MICHIGAN STATE UNIVERSITY   (United States)

^b JUSTUS LIEBIG UNIVERSITY   (Germany)

Author keywords

Marked point processes; Martingale type transform; Model checks; Time series

Indexed keywords

EID: 27144512430     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (23)

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