Wild bootstrap Ljung-Box test for residuals of ARMA models robust to variance change (Q2111948)
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scientific article; zbMATH DE number 7643152
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| English | Wild bootstrap Ljung-Box test for residuals of ARMA models robust to variance change |
scientific article; zbMATH DE number 7643152 |
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Wild bootstrap Ljung-Box test for residuals of ARMA models robust to variance change (English)
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17 January 2023
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ARMA
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Ljung-Box test
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residual autocorrelation
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variance change
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wild bootstrap
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0.8875638
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0.87630284
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0.86931163
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0.8684379
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0.8665508
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0.8657518
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0.8630949
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0.8537362
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0.8525417
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