Hostname: page-component-6bf8c574d5-l72pf Total loading time: 0 Render date: 2025-03-07T04:54:29.261Z Has data issue: false hasContentIssue false
  • English
  • Français

Tests based on sample partial autocorrelations

Published online by Cambridge University Press:  17 April 2009

Simon F. Ku
Simon F. Ku
Affiliation:
School of Mathematics and StatisticsThe University of Sydney, NSW 2006Australia e-mail: [email protected]
Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. As you have access to this content, a full PDF is available via the ‘Save PDF’ action button.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Abstracts of Australasian Ph.D. theses
Information
Bulletin of the Australian Mathematical Society , Volume 57 , Issue 3 , June 1998 , pp. 525 - 527
Copyright
Copyright © Australian Mathematical Society 1998

References

[1]Ku, S., ‘Limited distribution of sample partial autocorrelations: a matrix approach’, Stochastic Process. Appl. 72 (1997), 121–143.CrossRefGoogle Scholar
[2]Ku, S. and Seneta, E., ‘The number of peaks in a stationary sample and orthant probabilities’, J. Time Ser. Anal. 15 (1994), 385–403.CrossRefGoogle Scholar
[3]Ku, S. and Seneta, E., ‘Quenouille-type theorem on autocorrelations’, Ann. Inst. Statist. Math. 48 (1996), 621–630.CrossRefGoogle Scholar
[4]Mills, T.M. and Seneta, E., ‘Goodness-of-fit for a branching process with immigration using sample partial autocorrelations’, Stochastic Process. Appl. 33 (1989), 151–161.CrossRefGoogle Scholar
[5]Plackett, R.L., ‘A reduction formula for normal multivariate integrals’, Biometrika 41 (1954), 351–360.CrossRefGoogle Scholar
[6]Quenouille, M.H., ‘A large-sample test for the goodness of fit of autoregressive schemes’, J. Roy. Statist. Soc. Ser. A 110 (1947), 123–129.CrossRefGoogle Scholar
[7]Quenouille, M.H., ‘Approximate tests of correlation in time-series’, J. Roy. Statist. Soc. Ser. B 11 (1949), 68–84.Google Scholar
[8]Stigler, S.M., ‘Estimating serial correlation by visual inspection of diagnostic plots’, Amer. Statist. 40 (1986), 111–116.Google Scholar
[9]Chandra, K. Suresh and Koteeswaran, P., ‘Inference on superimposed subcritical Gal-ton-Watson processes with immigration’, Ann. Inst. Statist. Math. 38 (1986), 311–318.CrossRefGoogle Scholar
[10]Venkataraman, K.N., ‘A time series approach to the study of the simple subcritical Galton-Watson process with immigration’, Adv. Appl. Probab. 14 (1982), 1–20.CrossRefGoogle Scholar