Diagnostic methods in time series
Auteur :
Akashi, Fumiya / Taniguchi, Masanobu / Monti, Anna Clara / Amano, Tomoyuki
Éditeur :
Springer Verlag, Singapore
ISBN :
9789811622632
Date de publication :
9 juin 2021
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Singapour
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.