Gå direkte til innholdet
Diagnostic Methods in Time Series
Spar

Diagnostic Methods in Time Series

This book contains new aspects of model diagnostics in time series analysis, including variable selection problems and higher-order asymptotics of tests. The book begins by introducing a unified view of a portmanteau-type test based on a likelihood ratio test, useful to test general parametric hypotheses inherent in statistical models.
Opplag
1st ed. 2021
ISBN
9789811622632
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
9.6.2021
Antall sider
108