Lawrance, A. J.; Lewis, P. A. W. Reversed residuals in autoregressive time series analysis. (English) Zbl 0850.62670 J. Time Ser. Anal. 13, No. 3, 253-266 (1992). MSC: 62M10 PDF BibTeX XML Cite \textit{A. J. Lawrance} and \textit{P. A. W. Lewis}, J. Time Ser. Anal. 13, No. 3, 253--266 (1992; Zbl 0850.62670) Full Text: DOI OpenURL
Hinich, Melvin J.; Patterson, Douglas M. A new diagnostic test of model inadequacy which uses the martingale difference criterion. (English) Zbl 0746.62089 J. Time Ser. Anal. 13, No. 3, 233-252 (1992). MSC: 62M10 62M07 PDF BibTeX XML Cite \textit{M. J. Hinich} and \textit{D. M. Patterson}, J. Time Ser. Anal. 13, No. 3, 233--252 (1992; Zbl 0746.62089) Full Text: DOI OpenURL
Härdle, Wolfgang; Vieu, Philippe Kernel regression smoothing of time series. (English) Zbl 0759.62016 J. Time Ser. Anal. 13, No. 3, 209-232 (1992). Reviewer: U.Stadtmüller (Ulm) MSC: 62G07 62M10 62M20 PDF BibTeX XML Cite \textit{W. Härdle} and \textit{P. Vieu}, J. Time Ser. Anal. 13, No. 3, 209--232 (1992; Zbl 0759.62016) Full Text: DOI OpenURL
Burman, P.; Nolan, D. Data-dependent estimation of prediction functions. (English) Zbl 0754.62018 J. Time Ser. Anal. 13, No. 3, 189-207 (1992). MSC: 62G07 62M05 62M20 PDF BibTeX XML Cite \textit{P. Burman} and \textit{D. Nolan}, J. Time Ser. Anal. 13, No. 3, 189--207 (1992; Zbl 0754.62018) Full Text: DOI OpenURL