Portmanteau tests for periodic ARMA models with dependent errors (Q6153720)
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scientific article; zbMATH DE number 7804894
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| English | Portmanteau tests for periodic ARMA models with dependent errors |
scientific article; zbMATH DE number 7804894 |
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Portmanteau tests for periodic ARMA models with dependent errors (English)
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14 February 2024
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goodness-of-fit test
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portmanteau test statistics
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residual autocorrelations
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seasonality
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self-normalization
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weak PARMA models
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weighted least squares
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