Bootstrapping the portmanteau tests in weak auto-regressive moving average models (Q5378363)
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scientific article; zbMATH DE number 7065231
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| English | Bootstrapping the portmanteau tests in weak auto-regressive moving average models |
scientific article; zbMATH DE number 7065231 |
Statements
Bootstrapping the Portmanteau Tests in Weak Auto-Regressive Moving Average Models (English)
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12 June 2019
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bootstrap method
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portmanteau test
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power generalized auto-regressive conditional heteroscedasticity models
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random-weighting approach
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weak auto-regressive moving average models
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weighted portmanteau test
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0.8392575979232788
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0.7972431182861328
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0.7960876226425171
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0.7921377420425415
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0.7907769680023193
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