شماره ركورد كنفرانس
4109
عنوان مقاله
A survey on portmanteau test in time series
پديدآورندگان
Zamani A Department of Statistics, Faculty of Science, Shiraz University, Shiraz, Iran , Hashemi M Department of Statistics, Khansar Faculty of Mathematics and Computer Science,Khansar, Iran , Haghbin H Department of Statistics,Persian Gulf University of Bushehr, Bushehr,Iran
تعداد صفحه
7
كليدواژه
Portmanteau test , Autoregressive moving , average process , Functional observation.
سال انتشار
1396
عنوان كنفرانس
يازدهمين سمينار ملي احتمال و فرآيندهاي تصادفي
زبان مدرك
انگليسي
چكيده فارسي
One of the most important stages of building a model is diagnostic checking. In
particular, we are interested in finding whether the residuals of the model are white noise, that
is, follow process that shows no serial correlation, is homoscedastic, etc. This paper is a review
on various forms of portmanteau tests for diagnostic checking from univariate to functional time
series.
كشور
ايران
لينک به اين مدرک