New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing (Q4916512)
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scientific article; zbMATH DE number 6156561
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing |
scientific article; zbMATH DE number 6156561 |
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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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