Comparison of two modified portmanteau tests for model adequacy (Q2563579)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of two modified portmanteau tests for model adequacy |
scientific article |
Statements
Comparison of two modified portmanteau tests for model adequacy (English)
0 references
10 November 1997
0 references
diagnostic checking
0 references
empirical power and significance level comparison
0 references
Li-McLeod modified portmanteau test
0 references
multivariate portmanteau test
0 references
testing for whiteness
0 references
0 references
0 references
