DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
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Publication:3321280
DOI10.1111/j.1467-9892.1983.tb00373.xzbMath0536.62067MaRDI QIDQ3321280
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Publication date: 1983
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1983.tb00373.x
portmanteau test; diagnostic checking; ARMA time series; simulation experiment; normalized squared-residual autocorrelations; small-sample validity; testing for statistical independence
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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