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t.dvi
https://www.statslab.cam.ac.uk/~rrw1/timeseries/t.pdf21 Sep 2005: 3. 1.6 White noise. 4. 1.7 The turning point test. 4. ... 27. 7.5 Tests for white noise. 277.6 Forecasting with ARMA models. Results that match 1 of 2 words
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Challenges of road pricing
https://www.statslab.cam.ac.uk/~frank/TALKS/mathsintransport.html11 Sep 2005: Review of Network Economics 3 (2004) 323-346. E.T. Verhoef and K.A. ... Small. Journal of Transport Economics and Policy 38 (2004) 127-156. -
ex.dvi
https://www.statslab.cam.ac.uk/~rrw1/timeseries/examples.pdf20 Sep 2005: single harmonic component at some unknown frequency ω a natural test statistic isthe maximum periodogram ordinate. -
ex.dvi
https://www.statslab.cam.ac.uk/~rrw1/timeseries/solutions.pdf20 Sep 2005: Hence ρ22 = ρ1ρ3. This might be used as a diagnostic to test the appropriateness ofan ARMA(1, 1) model, by reference to the correlogram, where we would expect to. ... single harmonic component at some unknown frequency ω a natural test statistic -
MallowsRev2.dvi
https://www.statslab.cam.ac.uk/~rjs57/MallowsRev2.pdf3 Oct 2005: 1999). Tests of goodness of fit based on the L2-Wasserstein distance.
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