A measure of information and its applications to test for randomness against ARMA alternatives and to goodness-of-fit test-Reference-Cited by-同舟云学术

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A measure of information and its applications to test for randomness against ARMA alternatives and to goodness-of-fit test

Published:1997-12 Issue:2 Volume:72 Page:145-159
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Mokkadem Abdelkader

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference20 articles.

1. The Statistical Analysis of Time Series;Anderson,1971

2. Series of Irregular Observations;Azencott,1986

3. The rank version of von Neumann's ratio test for randomness;Bartels;J. Amer. Statist. Ass.,1982

4. Some nonparametric tests for stochastic processes;Bell,1970

5. Time Series Analysis Forecasting and Control;Box,1994

Cited by 9 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Testing discrete-valued time series for whiteness;Journal of Statistical Planning and Inference;2020-05

2. A Simple Test for White Noise in Functional Time Series;Journal of Time Series Analysis;2017-10-09

3. Goodness-of-fit tests in long-range dependent processes under fixed alternatives;ESAIM: Probability and Statistics;2013

4. Statistical Inference for Stationary Processes;Long-Memory Processes;2013

5. Testing non-parametric hypotheses for stationary processes by estimating minimal distances;Journal of Time Series Analysis;2010-12-03

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