A bootstrapped spectral test for adequacy in weak ARMA models (Q494376)
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scientific article; zbMATH DE number 6477241
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| English | A bootstrapped spectral test for adequacy in weak ARMA models |
scientific article; zbMATH DE number 6477241 |
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A bootstrapped spectral test for adequacy in weak ARMA models (English)
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1 September 2015
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block-wise random weighting method
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diagnostic checking
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least squares estimation
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spectral test
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weak ARMA models
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wild bootstrap
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0.8392575979232788
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0.794174313545227
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0.7712849974632263
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0.7634275555610657
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0.76296466588974
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