A Large‐Sample Test for the Goodness of Fit of Autoregressive Schemes

M. H. Quenouille

Type: Article

Publication Date: 1947-03-01

Citations: 103

DOI: https://doi.org/10.1111/j.2397-2335.1947.tb04730.x

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Locations

Journal of the Royal Statistical Society Series A (Statistics in Society) - View

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+ PDF Chat	Forecasting in Subsets Autoregressive Models and Autoprojective Models	2008	J. F. Ojo T.O. Olatayo O.O. Alabi
+	Approximate Tests of Correlation in Time-Series	1949	M. H. Quenouille
+	A proposal for a residual autocorrelation test in linear models	1994	Anna Clara Monti
+	ON THE SELECTION OF SUBSET AUTOREGRESSIVE TIME SERIES MODELS	1984	V. Haggan Opeyemi Oyetunji
+	ON THE CHOICE OF THE ORDER OF AUTOREGRESSIVE MODELS: A RANKING AND SELECTION APPROACH	1984	Quang Phuc Duong
+	Goodness of Fit Tests for Simultaneous Autoregressive Series	1953	M. S. Bartlett D. V. Rajalakshman
+	The asymptotic distribution of serial correlation coefficients for autoregressive processes with dependent residuals	1954	A. M. Walker
+	Increasing the Effective Length of Short Time-Series for the Purpose of Estimating Autoregressive Parameters*	1955	Abbott S. Weinstein
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