Residual Types In Time Series Analysis. Residual Types and Applications

      Аннотация: Residual types in time series has not been investigated throughly in literature. This study aims to provide practical applications of residual types for postgraduate researchers who work on Advanced Topics in Statistics. In this book, firstly, basic information about different types of residuals was given and some features of the residuals were investigated with numerical applications. Then a simulation study was conducted to show differences in decisions when different residual types were considered in diagnostic checking.

Ключевые слова: Residual types, Time Series Analysis, Diagnostic checking