ARMA model checking with data-driven portmanteau tests

DOI10.1007/S10260-023-00720-2MaRDI QIDQ6596734zbMATH OpenFDO

Authors Roberto Baragona, Francesco Battaglia, Domenico Cucina

Publication date 2 September 2024

Published in Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10260-023-00720-2

zbMATH Keywords

recursive residualsresidual autocorrelationstime series model fittingwhite noise test

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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