Generalized portmanteau tests based on subspace methods

MaRDI QIDQ5402410zbMATH OpenFDO

Authors A. García-Hiernaux

Publication date 7 March 2014

Full work available at URL http://www.emis.de/journals/RCE/V36/v36n2a03Garcia-Hiernaux1.pdf

Mathematics Subject Classification ID

Non-Markovian processes: hypothesis testing (62M07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

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Cited in

(1)

• A new look at portmanteau tests

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