References
- Battaglia , F. 1983 . Inverse autocovariances and a measure of linear determinism for a stationary process . J.Time Series Anal , 4 : 79 – 87 .
- Battaglia , F. 1988 . On the estimation of the inverse correlation function . J. Time Series Anal , 9 : 1 – 10 .
- Battaglia , F. 1990 . Approximate power of portmanteau tests for time series . Statistics & Probability Letters , 9 : 337 – 341 .
- Battaglia , F. and Bhansali , R.J. 1987 . Estimation of the interpolation error variance and an index of linear determinism . Biometrika , 74 : 771 – 779 .
- Beveridge , S. 1992 . Least squares estimation of missing values in time series . Communications in Statistics - Theory Meth , 21 : 3479 – 3496 .
- Bhansali , R. J. 1980 . Autoregressive and window estimates of the inverse correlation function . Biometrika , 67 : 551 – 566 .
- Chatfield , C. 1979 . Inverse autocorrelations . J. Roy. Statist. Soc. Ser. A, , 142 : 363 – 377 .
- Cleveland , W. S. 1972 . The inverse autocorrelations of a time series and their applications . Technometrics , 14 : 277 – 293 .
- Doan , T. A. 1992 . RATS User’s Manual Version 4, Estima , Evanston, IL .
- Grenander , U. and Rosenblatt , M. 1957 . Statistical Analysis of Stationary Time Series. , New York : Wiley .
- Kheoh , T.S. and McLeod , A.I. 1992 . Comparison of two modified portmanteau tests for model adequacy . Computational Statistics and Data Analysis , 14 : 99 – 106 .
- Li , W. K. and McLeod , A. I. 1981 . Distribution of the residual autocorrelations in multivariate ARMA time series models . J. Roy. Statist Soc. Ser. B , 43 : 231 – 239 .
- Ljung , G. M. and Box , G.E.P. 1986 . Diagnostic testing of univariate time series models . Biometrika , 73 : 725 – 730 .
- Ljung , G. M. 1978 . On a measure of lack of fit in time series models . Biometrika , 65 : 297 – 303 .
- Macneill , I.B. 1975 . Modified Cramer-von Mises goodness-of-fit tests for spectral distribution functions . Stochastics , 1 : 353 – 360 .
- Monti , A. C. 1994 . A proposal for a residual autocorrelation test in linear models . Biometrika , 81 : 776 – 780 .
- Pena , D. and Maravall , A. 1991 . Interpolation, outliers and inverse autocorrelations . Communications in Statistics - Theory Meth , 20 : 3175 – 3186 .
- Pierce , D.A. 1979 . R^ measures for time series . J. Am. Statist. Assoc , 74 : 901 – 910 .
- Rozanov , Y.A. 1967 . Stationary Random Processes , San Francisco : Holden-Day .