Comparison of two modified portmanteau tests for model adequacy (Q2563579)
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scientific article; zbMATH DE number 958222
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| English | Comparison of two modified portmanteau tests for model adequacy |
scientific article; zbMATH DE number 958222 |
Statements
Comparison of two modified portmanteau tests for model adequacy (English)
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10 November 1997
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diagnostic checking
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empirical power and significance level comparison
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Li-McLeod modified portmanteau test
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multivariate portmanteau test
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testing for whiteness
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0.8436804413795471
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0.8382566571235657
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0.828980565071106
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0.7981859445571899
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