A Unified Derivation of the Asymptotic Distributions of Goodness-Of-Fit Statistics for Autoregressive Time-Series Models

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

Time Series Analysis Forecasting and Control.

1971 • 6,159 citations

Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

1970 • 1,730 citations

Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables

1970 • 1,179 citations

Spectral Analysis of Time Series

1968 • 504 citations

A Survey of Statistical Design and Linear Models.

1976 • 322 citations

A Large‐Sample Test for the Goodness of Fit of Autoregressive Schemes

1947 • 103 citations

TESTS OF FIT IN TIME SERIES

1952 • 95 citations

A Large-Sample Test for the Goodness of Fit of Autoregressive Schemes

1947 • 87 citations

Extensions of Quenouille’s Test for Autoregressive Schemes

1950 • 47 citations

MODELS FOR FORECASTING SEASONAL AND NON-SEASONAL TIME SERIES.

1967 • 24 citations

Some Properties of the Asymptotic Power Functions of Goodness-of-Fit Tests for Linear Autoregressive Schemes

1952 • 17 citations