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Kedem, Benjamin; Slud, Eric

On goodness of fit of time series models: An application of higher order crossings. (English) Zbl 0476.62074

Biometrika 68, 551-556 (1981).
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Cited in 2 Documents

MSC:

62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G10 Nonparametric hypothesis testing

Keywords:

stationary time series; autocorrelations; autoregressive-moving average; binary representation; clipping; differencing; model adequacy

Citations:

Zbl 0224.62041
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