Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms (Q6158216)
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scientific article; zbMATH DE number 7690322
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| English | Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms |
scientific article; zbMATH DE number 7690322 |
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Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms (English)
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31 May 2023
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nonlinear processes
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long-memory processes
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weak FARIMA models
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least squares estimator
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Box-Pierce and Ljung-Box Portmanteau tests
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residual autocorrelations
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self-normalization
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