Global autocorrelation test based on the Monte Carlo method and impacts of eliminating nonstationary components on the global autocorrelation test-Reference-Cited by-同舟云学术

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Global autocorrelation test based on the Monte Carlo method and impacts of eliminating nonstationary components on the global autocorrelation test

Published:2020-08-12 Issue:10 Volume:34 Page:1645-1658
ISSN:1436-3240
Container-title:Stochastic Environmental Research and Risk Assessment
language:en
Short-container-title:Stoch Environ Res Risk Assess

Author:

Xie Yangyang^ORCID,Liu Saiyan,Fang Hongyuan,Wang Jingcai

Funder

State Key Laboratory of Eco-hydraulics in Northwest Arid Region, Xi’an University of Technology

China Postdoctoral Science Foundation

Publisher

Springer Science and Business Media LLC

Subject

General Environmental Science,Safety, Risk, Reliability and Quality,Water Science and Technology,Environmental Chemistry,Environmental Engineering

Link

https://link.springer.com/content/pdf/10.1007/s00477-020-01854-5.pdf

Reference39 articles.

1. Bartlett MS (1946) On the theoretical specification and sampling properties of autocorrelated time-series. Suppl J R Stat Soc 8(1):27–41

2. Blondeau FC (2007) Autocorrelation versus entropy based autoinformation for measuring dependence in random signal. Phys A 308:1–18

3. Box GEP, Pierce DA (1970) Distribution of residual autocorrelations in autoregressive-integrated moving average time series models. J Am Stat Assoc 65:1509–1526

4. Breusch TS (1978) Testing for autocorrelation in dynamic linear models. Aust Econ Pap 17:334–355

5. Brüggeman R, Lütkepohl H, Saikkonen P (2006) Residual autocorrelation testing for error correction models. J Econom 134:579–604

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