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Found 59 Documents (Results 1–59)

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Diagnostic checking for Weibull autoregressive conditional duration models. (English) Zbl 1367.62269

Li, Wai Keung (ed.) et al., Advances in time series methods and applications. The A. Ian McLeod festschrift, University of Ontario, ON, Canada, June 2–3, 2014. Toronto: The Fields Institute for Research in the Mathematical Sciences; New York, NY: Springer (ISBN 978-1-4939-6567-0/hbk; 978-1-4939-6568-7/ebook). Fields Institute Communications 78, 107-114 (2016).
MSC:  62M10 91B84
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Using the autodependogram in model diagnostic checking. (English) Zbl 1300.62066

Torelli, Nicola (ed.) et al., Advances in theoretical and applied statistics. Selected papers based on the presentations at the 45th meeting of the Italian Statistical Society (SIS), Padua, Italy, June 16–18, 2010. Berlin: Springer (ISBN 978-3-642-35587-5/hbk; 978-3-642-35588-2/ebook). Studies in Theoretical and Applied Statistics. Selected Papers of the Statistical Societies, 129-139 (2013).
MSC:  62M10 62P05
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On diagnostic checking time series models with portmanteau test statistics based on generalized inverses and \(\{2\}\)-inverses. (English) Zbl 1151.62069

Brito, Paula (ed.), COMPSTAT 2008. Proceedings in computational statistics. 18th symposium held in Porto, Portugal, August 24–29, 2008. With CD-ROM. Heidelberg: Physica-Verlag (ISBN 978-3-7908-2083-6/pbk). 143-154 (2008).
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Characterization of MTV model and its diagnostic checking. (English) Zbl 0872.62084

Matsusita, K. (ed.) et al., Statistical sciences and data analysis. Proceedings of the third Pacific Area statistical conference, Makuhari, Japan, December 11-13, 1991. Utrecht: VSP. 143-150 (1993).
MSC:  62M10 91B84 62P20
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