A goodness-of-fit test for time series with long-range dependence

dc.contributor.authorBeran, Jan
dc.date.accessioned2012-03-20T14:51:00Zdeu
dc.date.available2012-03-20T14:51:00Zdeu
dc.date.issued1992deu
dc.description.abstractWe propose a test statistic for goodness of fit in time series with slowly decaying serial correlations. The asymptotic distribution of the test statistic, originally proposed by Milhoj for time series with smooth spectra, turns out to be the same, under the null hypothesis, even if the spectrum has a pole at 0. In particular, the test is suitable to detect lack of independence in the observations, or estimated residuals, if the first few correlations are small but the decay of the correlations is slow.eng
dc.description.versionpublished
dc.identifier.citationPubl. in: Journal of the Royal Statistical Society / B ; 54 (1992), 3. - S. 749-760deu
dc.identifier.doi10.2307/2345855
dc.identifier.urihttp://kops.uni-konstanz.de/handle/123456789/18814
dc.language.isoengdeu
dc.legacy.dateIssued2012-03-20deu
dc.rightsterms-of-usedeu
dc.rights.urihttps://rightsstatements.org/page/InC/1.0/deu
dc.subjectFractional Autoregressive Moving Average Processdeu
dc.subjectFractional Gaussian Noisedeu
dc.subjectGoodness of fitdeu
dc.subjectLong-range dependencedeu
dc.subjectperiodogramdeu
dc.subjecttime seriesdeu
dc.subject.ddc510deu
dc.titleA goodness-of-fit test for time series with long-range dependenceeng
dc.typeJOURNAL_ARTICLEdeu
dspace.entity.typePublication
kops.citation.bibtex
@article{Beran1992goodn-18814,
  year={1992},
  doi={10.2307/2345855},
  title={A goodness-of-fit test for time series with long-range dependence},
  number={3},
  volume={54},
  journal={Journal of the Royal Statistical Society / B},
  pages={749--760},
  author={Beran, Jan}
}
kops.citation.iso690BERAN, Jan, 1992. A goodness-of-fit test for time series with long-range dependence. In: Journal of the Royal Statistical Society / B. 1992, 54(3), pp. 749-760. Available under: doi: 10.2307/2345855deu
kops.citation.iso690BERAN, Jan, 1992. A goodness-of-fit test for time series with long-range dependence. In: Journal of the Royal Statistical Society / B. 1992, 54(3), pp. 749-760. Available under: doi: 10.2307/2345855eng
kops.citation.rdf
<rdf:RDF
    xmlns:dcterms="http://purl.org/dc/terms/"
    xmlns:dc="http://purl.org/dc/elements/1.1/"
    xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#"
    xmlns:bibo="http://purl.org/ontology/bibo/"
    xmlns:dspace="http://digital-repositories.org/ontologies/dspace/0.1.0#"
    xmlns:foaf="http://xmlns.com/foaf/0.1/"
    xmlns:void="http://rdfs.org/ns/void#"
    xmlns:xsd="http://www.w3.org/2001/XMLSchema#" > 
  <rdf:Description rdf:about="https://kops.uni-konstanz.de/server/rdf/resource/123456789/18814">
    <dc:language>eng</dc:language>
    <dcterms:title>A goodness-of-fit test for time series with long-range dependence</dcterms:title>
    <foaf:homepage rdf:resource="http://localhost:8080/"/>
    <dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2012-03-20T14:51:00Z</dc:date>
    <dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2012-03-20T14:51:00Z</dcterms:available>
    <dspace:isPartOfCollection rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/39"/>
    <dcterms:abstract xml:lang="eng">We propose a test statistic for goodness of fit in time series with slowly decaying serial correlations. The asymptotic distribution of the test statistic, originally proposed by Milhoj for time series with smooth spectra, turns out to be the same, under the null hypothesis, even if the spectrum has a pole at 0. In particular, the test is suitable to detect lack of independence in the observations, or estimated residuals, if the first few correlations are small but the decay of the correlations is slow.</dcterms:abstract>
    <dc:rights>terms-of-use</dc:rights>
    <dc:creator>Beran, Jan</dc:creator>
    <dcterms:issued>1992</dcterms:issued>
    <bibo:uri rdf:resource="http://kops.uni-konstanz.de/handle/123456789/18814"/>
    <void:sparqlEndpoint rdf:resource="http://localhost/fuseki/dspace/sparql"/>
    <dcterms:bibliographicCitation>Publ. in: Journal of the Royal Statistical Society / B ; 54 (1992), 3. - S. 749-760</dcterms:bibliographicCitation>
    <dcterms:isPartOf rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/39"/>
    <dc:contributor>Beran, Jan</dc:contributor>
    <dcterms:rights rdf:resource="https://rightsstatements.org/page/InC/1.0/"/>
  </rdf:Description>
</rdf:RDF>
kops.flag.knbibliographyfalse
kops.identifier.nbnurn:nbn:de:bsz:352-188149deu
kops.sourcefieldJournal of the Royal Statistical Society / B. 1992, <b>54</b>(3), pp. 749-760. Available under: doi: 10.2307/2345855deu
kops.sourcefield.plainJournal of the Royal Statistical Society / B. 1992, 54(3), pp. 749-760. Available under: doi: 10.2307/2345855deu
kops.sourcefield.plainJournal of the Royal Statistical Society / B. 1992, 54(3), pp. 749-760. Available under: doi: 10.2307/2345855eng
kops.submitter.emailbritta.steffens@uni-konstanz.dedeu
relation.isAuthorOfPublicationf12cc3c7-b6c5-44ca-be88-15c4dae5b621
relation.isAuthorOfPublication.latestForDiscoveryf12cc3c7-b6c5-44ca-be88-15c4dae5b621
source.bibliographicInfo.fromPage749
source.bibliographicInfo.issue3
source.bibliographicInfo.toPage760
source.bibliographicInfo.volume54
source.periodicalTitleJournal of the Royal Statistical Society / B

Dateien

Lizenzbündel

Gerade angezeigt 1 - 1 von 1
Vorschaubild nicht verfügbar
Name:
license.txt
Größe:
1.92 KB
Format:
Plain Text
Beschreibung:
license.txt
license.txtGröße: 1.92 KBDownloads: 0