Goodness‐of‐fit tests for βARMA hydrological time series modeling
暂无分享,去创建一个
[1] G. Pumi,et al. Beta autoregressive fractionally integrated moving average models , 2018, Journal of Statistical Planning and Inference.
[2] Francisco Cribari‐Neto,et al. Beta seasonal autoregressive moving average models , 2018, Journal of Statistical Computation and Simulation.
[3] Guilherme Pumi,et al. Kumaraswamy autoregressive moving average models for double bounded environmental data , 2017, 1710.05069.
[4] Rong Chen,et al. Dirichlet ARMA models for compositional time series , 2017, J. Multivar. Anal..
[5] Francisco Cribari-Neto,et al. Erratum to: Beta autoregressive moving average models , 2017 .
[6] Fábio M. Bayer,et al. Bootstrap-based inferential improvements in beta autoregressive moving average model , 2017, Commun. Stat. Simul. Comput..
[7] R. Casarin,et al. Bayesian Model Selection for Beta Autoregressive Processes , 2010, 1008.0121.
[8] A. Zeileis,et al. Beta Regression in R , 2010 .
[9] Andréa V. Rocha,et al. Beta autoregressive moving average models , 2009 .
[10] Rob J Hyndman,et al. Automatic Time Series Forecasting: The forecast Package for R , 2008 .
[11] J. Randall Brown,et al. Rational Arithmetic Mathematica Functions to Evaluate the One-sided One-sample K-S Cumulative Sample Distribution , 2007 .
[12] A. Ian McLeod,et al. Improved Pena-Rodriguez portmanteau test , 2006, Comput. Stat. Data Anal..
[13] M. Chiogna,et al. Mining epidemiological time series: an approach based on dynamic regression , 2005 .
[14] Andy C. C. Kwan,et al. A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series , 2005, Comput. Stat. Data Anal..
[15] S. Ferrari,et al. Beta Regression for Modelling Rates and Proportions , 2004 .
[16] Benjamin Kedem,et al. Partial Likelihood Inference For Time Series Following Generalized Linear Models , 2004 .
[17] R. Rigby,et al. Generalized Autoregressive Moving Average Models , 2003 .
[18] Julio Rodríguez,et al. A Powerful Portmanteau Test of Lack of Fit for Time Series , 2002 .
[19] Andy C. C. Kwan,et al. On the finite-sample distribution of modified portmanteau tests for randomness of a Gaussian time series , 1996 .
[20] Anna Clara Monti. A proposal for a residual autocorrelation test in linear models , 1994 .
[21] W. Li,et al. Time series models based on generalized linear models: some further results. , 1994, Biometrics.
[22] J. Shao. Asymptotic theory in generalized ilinear models with nuisance scale parameters , 1992 .
[23] G. Ljung,et al. Diagnostic testing of univariate time series models , 1986 .
[24] L. Fahrmeir,et al. Correction: Consistency and Asymptotic Normality of the Maximum Likelihood Estimator in Generalized Linear Models , 1985 .
[25] C. Jiménez,et al. Nonnegative Definiteness of the Sample Autocovariance Function , 1984 .
[26] G. Box,et al. On a measure of lack of fit in time series models , 1978 .
[27] A. I. McLeod,et al. On the Distribution of Residual Autocorrelations in Box–Jenkins Models , 1978 .
[28] N. Davies,et al. Significance levels of the Box-Pierce portmanteau statistic in finite samples , 1977 .
[29] H. Akaike. A new look at the statistical model identification , 1974 .
[30] David A. Pierce,et al. Residual Correlations and Diagnostic Checking in Dynamic-Disturbance Time Series Models , 1972 .
[31] G. Box,et al. Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models , 1970 .
[32] E. B. Andersen,et al. Asymptotic Properties of Conditional Maximum‐Likelihood Estimators , 1970 .
[33] G. M. Jenkins,et al. An angular transformation for the serial correlation coefficient , 1954 .
[34] H. Hotelling. New Light on the Correlation Coefficient and its Transforms , 1953 .
[35] J. Wishart. Probable Error , 1932, The Mathematical Gazette.
[36] R Core Team,et al. R: A language and environment for statistical computing. , 2014 .
[37] Mikis D. Stasinopoulos,et al. Fitting Non-Gaussian Time Series Models , 1998, COMPSTAT.
[38] Takuji Nishimura,et al. Mersenne twister: a 623-dimensionally equidistributed uniform pseudo-random number generator , 1998, TOMC.
[39] Andy C. C. Kwan,et al. Portmanteau tests of randomness and Jenkins' variance-stabilizing transformation , 1996 .
[40] Ales Linka,et al. On transformations of multivariate ARMA processes , 1988, Kybernetika.
[41] S. Zeger,et al. Markov regression models for time series: a quasi-likelihood approach. , 1988, Biometrics.
[42] Jean-Marie Dufour,et al. Generalized Portmanteau Statistics and Tests of Randomness , 1985 .
[43] R. Fisher. 014: On the "Probable Error" of a Coefficient of Correlation Deduced from a Small Sample. , 1921 .