-
1
-
-
0017846358
-
On a measure of lack of fit in time series models
-
Ljung GM, Box GEP. On a measure of lack of fit in time series models. Biometrika. 1978;65(2):297–303. doi: 10.1093/biomet/65.2.297
-
(1978)
Biometrika
, vol.65
, Issue.2
, pp. 297-303
-
-
Ljung, G.M.1
Box, G.E.P.2
-
2
-
-
0035402649
-
A method for fitting stable autoregressive models using the autocovariation function
-
Gallagher CM. A method for fitting stable autoregressive models using the autocovariation function. Stat Probab Lett. 2001;53(4):381–390. doi: 10.1016/S0167-7152(01)00041-4
-
(2001)
Stat Probab Lett
, vol.53
, Issue.4
, pp. 381-390
-
-
Gallagher, C.M.1
-
3
-
-
0038149441
-
Order identification for Gaussian moving averages using the covariation
-
Gallagher CM. Order identification for Gaussian moving averages using the covariation. J Stat Comput Simul. 2002;72(4):279–284. doi: 10.1080/00949650212845
-
(2002)
J Stat Comput Simul
, vol.72
, Issue.4
, pp. 279-284
-
-
Gallagher, C.M.1
-
4
-
-
17944379981
-
Cauchy estimators for autoregressive processes with applications to unit root tests and confidence intervals
-
So BS, Shin DW. Cauchy estimators for autoregressive processes with applications to unit root tests and confidence intervals. Econom Theory. 1999;15:165–176. doi: 10.1017/S0266466699152010
-
(1999)
Econom Theory
, vol.15
, pp. 165-176
-
-
So, B.S.1
Shin, D.W.2
-
5
-
-
49649119052
-
A small sample confidence interval for autoregressive parameters
-
Gallagher CM, Tunno F. A small sample confidence interval for autoregressive parameters. J Stat Plan Inference. 2008;138(12):3858–3868. doi: 10.1016/j.jspi.2008.02.001
-
(2008)
J Stat Plan Inference
, vol.138
, Issue.12
, pp. 3858-3868
-
-
Gallagher, C.M.1
Tunno, F.2
-
6
-
-
84945595789
-
Distribution of residual autocorrelations in autoregressive-integrated moving average time series models
-
Box GEP, Pierce DA. Distribution of residual autocorrelations in autoregressive-integrated moving average time series models. J Am Stat Assoc. 1970;65:1509–1526. doi: 10.1080/01621459.1970.10481180
-
(1970)
J Am Stat Assoc
, vol.65
, pp. 1509-1526
-
-
Box, G.E.P.1
Pierce, D.A.2
-
7
-
-
0009957132
-
A proposal for a residual autocorrelation test in linear models
-
Monti AC. A proposal for a residual autocorrelation test in linear models. Biometrika. 1994;81(4):776–780. doi: 10.1093/biomet/81.4.776
-
(1994)
Biometrika
, vol.81
, Issue.4
, pp. 776-780
-
-
Monti, A.C.1
-
8
-
-
0035998832
-
A powerful portmanteau test of lack of fit for time series
-
Peña D, Rodríguez J. A powerful portmanteau test of lack of fit for time series. J Am Stat Assoc. 2002;97(458): 601–610. doi: 10.1198/016214502760047122
-
(2002)
J Am Stat Assoc
, vol.97
, Issue.458
, pp. 601-610
-
-
Peña, D.1
Rodríguez, J.2
-
9
-
-
33645912361
-
The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series
-
Peña D, Rodríguez J. The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series. J Stat Plan Inference. 2006;136(8):2706–2718. doi: 10.1016/j.jspi.2004.10.026
-
(2006)
J Stat Plan Inference
, vol.136
, Issue.8
, pp. 2706-2718
-
-
Peña, D.1
Rodríguez, J.2
-
10
-
-
84858003482
-
Improved multivariate portmanteau test
-
Mahdi E, McLeod IA. Improved multivariate portmanteau test. J Time Ser Anal. 2012;33(2):211–222. doi: 10.1111/j.1467-9892.2011.00752.x
-
(2012)
J Time Ser Anal
, vol.33
, Issue.2
, pp. 211-222
-
-
Mahdi, E.1
McLeod, I.A.2
-
11
-
-
84864390213
-
New weighted portmanteau statistics for time series goodness of fit testing
-
Fisher TJ, Gallagher CM. New weighted portmanteau statistics for time series goodness of fit testing. J Am Stat Assoc. 2012;107(498):777–787. doi: 10.1080/01621459.2012.688465
-
(2012)
J Am Stat Assoc
, vol.107
, Issue.498
, pp. 777-787
-
-
Fisher, T.J.1
Gallagher, C.M.2
-
12
-
-
84921353925
-
-
Wiley: A Wiley-Interscience Publication
-
Billingsley P. Convergence of probability measures. 2nd ed. Wiley series in probability and statistics: probability and statistics. New York: Wiley; 1999. A Wiley-Interscience Publication
-
(1999)
probability and statistics. New York
-
-
-
13
-
-
0000723823
-
On the distribution of residual autocorrelations in Box–Jenkins models
-
McLeod AI. On the distribution of residual autocorrelations in Box–Jenkins models. J Roy Stat Soc Ser B. 1978;40(3):296–302.
-
(1978)
J Roy Stat Soc Ser B
, vol.40
, Issue.3
, pp. 296-302
-
-
McLeod, A.I.1
-
14
-
-
0000235653
-
Some theorems on quadratic forms applied in the study of analysis of variance problems. I. Effect of inequality of variance in the one-way classification
-
Box GEP. Some theorems on quadratic forms applied in the study of analysis of variance problems. I. Effect of inequality of variance in the one-way classification. Ann Math Stat. 1954;25(2):290–302. doi: 10.1214/aoms/1177728786
-
(1954)
Ann Math Stat
, vol.25
, Issue.2
, pp. 290-302
-
-
-
15
-
-
33750709667
-
Improved Peňa-Rodriguez portmanteau test
-
Lin J, McLeod AI. Improved Peňa-Rodriguez portmanteau test. Comput Stat Data Anal. 2006;51(3):1731–1738. doi: 10.1016/j.csda.2006.06.010
-
(2006)
Comput Stat Data Anal
, vol.51
, Issue.3
, pp. 1731-1738
-
-
Lin, J.1
McLeod, A.I.2
|