تصفح Mathematics, Statistics & Physics حسب الموضوع "Portmanteau tests"
السجلات المعروضة 1 -- 2 من 2
-
Diagnostic Checking For Linearity in Time Series Models
(2020 , Master Thesis)In this thesis, I studied the well-known portmanteau tests appearing in the time series literature. In particular, I interest in reviewing the test statistics that can be used to check the adequacy of the fitted ... -
PARAMETRIC AND NONPARAMETRIC PORTMANTEAU TESTS FOR LACK OF FIT IN TIME SERIES MODELS: A COMPARATIVE STUDY
(06-2 , Master Thesis)Several diagnostic tests for the lack of fit time series models have been introduced using parametric and nonparametric portmanteau tests. Some tests have been proposed based on the asymptotic distributions. Others are ...