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Diagnostic Methods in Time Series

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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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9789811622632
  • Indbinding:
  • Paperback
  • Sideantal:
  • 108
  • Udgivet:
  • 9. juni 2021
  • Udgave:
  • 12021
  • Størrelse:
  • 155x235x0 mm.
  • Vægt:
  • 454 g.
  • 8-11 hverdage.
  • 16. januar 2025

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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.

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