Checking Serial Independence of Residuals from a Nonlinear Model

Author:

Bagnato Luca,Punzo Antonio

Publisher

Springer Berlin Heidelberg

Reference10 articles.

1. Bagnato L, Punzo A (2010) On the Use of χ2-Test to Check Serial Independence. Statistica Applicazioni 8(1):57–74

2. Box GEP, Pierce DA (1970) Distribution of the autocorrelations in autoregressive moving average time series models. J Am Stat Assoc 65(332):1509–1526

3. Diks C (2009) Nonparametric tests for independence. In: Meyers R (ed) Encyclopedia of complexity and systems science, Springer, Berlin

4. Jianqing F, Qiwei Y (2003) Nonlinear time series: nonparametric and parametric methods. Springer, Berlin

5. Ljung GM, Box GEP (1978) On a measure of lack of fit in time series models. Biometrika 65(2):297–303

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