Data-driven portmanteau tests for time series
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Publication:2084715
DOI10.1007/s11749-021-00794-8zbMath1496.62148OpenAlexW4206318192MaRDI QIDQ2084715
Francesco Battaglia, Domenico Cucina, Roberto Baragona
Publication date: 13 October 2022
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-021-00794-8
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03)
Uses Software
Cites Work
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