A new look at portmanteau tests (Q1744726)
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scientific article; zbMATH DE number 6861779
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A new look at portmanteau tests |
scientific article; zbMATH DE number 6861779 |
Statements
A new look at portmanteau tests (English)
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19 April 2018
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portmanteau test
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asymptotic local power
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serial correlation
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time series analysis
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variable selection
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Fisher information matrix
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0.8469301462173462
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0.8333635926246643
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0.8303185701370239
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0.8286184072494507
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0.826026976108551
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