New weighted portmanteau statistics for time series goodness of fit testing (Q4916512)
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scientific article; zbMATH DE number 6156561
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| default for all languages | No label defined |
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| English | New weighted portmanteau statistics for time series goodness of fit testing |
scientific article; zbMATH DE number 6156561 |
Statements
New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing (English)
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22 April 2013
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ARMA model
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GARCH model
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nonlinear tests
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residual diagnostic tests
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0.863361656665802
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0.8523840308189392
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0.8213788866996765
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0.8162047266960144
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0.8154574036598206
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