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Volumn , Issue , 2012, Pages 203-211

Checking serial independence of residuals from a nonlinear model

Author keywords

[No Author keywords available]

Indexed keywords

INDEPENDENCE TESTS; MODEL VALIDATION; NON-LINEAR MODEL;

EID: 84890012380     PISSN: 14318814     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1007/978-3-642-24466-7_21     Document Type: Conference Paper
Times cited : (9)

References (10)
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    • On the Use of -2-Test to Check Serial Independence
    • Bagnato L, Punzo A (2010) On the Use of -2-Test to Check Serial Independence. Statistica Applicazioni 8(1):57-74
    • (2010) Statistica Applicazioni , vol.8 , Issue.1 , pp. 57-74
    • Bagnato, L.1    Punzo, A.2
  • 2
    • 84945595789 scopus 로고
    • Distribution of the autocorrelations in autoregressive moving average time series models
    • Box GEP, Pierce DA (1970) Distribution of the autocorrelations in autoregressive moving average time series models. J Am Stat Assoc 65(332):1509-1526
    • (1970) J Am Stat Assoc , vol.65 , Issue.332 , pp. 1509-1526
    • Box, G.E.P.1    Pierce, D.A.2
  • 3
    • 84858003405 scopus 로고    scopus 로고
    • Nonparametric tests for independence
    • Meyers R (ed), Springer, Berlin
    • Diks C (2009) Nonparametric tests for independence. In: Meyers R (ed) Encyclopedia of complexity and systems science, Springer, Berlin
    • (2009) Encyclopedia of Complexity and Systems Science
    • Diks, C.1
  • 5
    • 0017846358 scopus 로고
    • On a measure of lack of fit in time series models
    • Ljung GM, Box GEP (1978) On a measure of lack of fit in time series models. Biometrika 65(2):297-303
    • (1978) Biometrika , vol.65 , Issue.2 , pp. 297-303
    • Ljung, G.M.1    Box, G.E.P.2
  • 6
    • 84970599878 scopus 로고
    • The statistical analysis of the Canadian lynx cycle, 1. Structure and prediction
    • Moran PAP (1953) The statistical analysis of the Canadian lynx cycle, 1. Structure and prediction. Aust J Zool 1(2):163-173
    • (1953) Aust J Zool , vol.1 , Issue.2 , pp. 163-173
    • Moran, P.A.P.1
  • 7
    • 0000308754 scopus 로고
    • On a heuristic method of test construction and its use in multivariate analysis
    • Roy SN (1953) On a heuristic method of test construction and its use in multivariate analysis. Ann Math Stat 24(2):220-238
    • (1953) Ann Math Stat , vol.24 , Issue.2 , pp. 220-238
    • Roy, S.N.1
  • 8
    • 11944262819 scopus 로고
    • Multiple hypothesis testing
    • Shaffer JP (1995) Multiple hypothesis testing. Ann Rev Psychol 46(1):561-584
    • (1995) Ann Rev Psychol , vol.46 , Issue.1 , pp. 561-584
    • Shaffer, J.P.1
  • 9
    • 84947402121 scopus 로고
    • Rectangular confidence regions for the means of multivariate normal distributions
    • ? Sidák Z (1967) Rectangular confidence regions for the means of multivariate normal distributions. J Am Stat Assoc 62(318):626-633
    • (1967) J Am Stat Assoc , vol.62 , Issue.318 , pp. 626-633
    • Sidák, Z.1
  • 10
    • 0002466394 scopus 로고
    • Non-linear time series: A selective review
    • Tjøstheim D (1994) Non-linear time series: A selective review. Scand J Stat 21(2):97-130
    • (1994) Scand J Stat , vol.21 , Issue.2 , pp. 97-130
    • Tjøstheim, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.