Statistical analysis of periodic autoregression
نویسندگان
چکیده
منابع مشابه
Diagnostic Checking Periodic Autoregression Models With Application
An overview of model building with periodic autoregression (PAR) models is given emphasizing the three stages of model development: identification, estimation and diagnostic checking. New results on the distribution of residual autocorrelations and suitable diagnostic checks are derived. The validity of these checks is demonstrated by simulation. The methodology discussed is illustrated with an...
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ژورنال
عنوان ژورنال: Applications of Mathematics
سال: 1983
ISSN: 0862-7940,1572-9109
DOI: 10.21136/am.1983.104048