Poskitt, D. S.; Tremayne, A. R. An approach to testing linear time series models. (English) Zbl 0479.62069 Ann. Stat. 9, 974-986 (1981). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 11 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62M07 Non-Markovian processes: hypothesis testing 62F05 Asymptotic properties of parametric tests Keywords:portmanteau tests; autoregressive-moving average; identifiability; pure significance test; score test; transfer function PDFBibTeX XMLCite \textit{D. S. Poskitt} and \textit{A. R. Tremayne}, Ann. Stat. 9, 974--986 (1981; Zbl 0479.62069) Full Text: DOI