Data-driven portmanteau tests for time series
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Publication:2084715
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Cites work
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- A proposal for a residual autocorrelation test in linear models
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- Diagnostic Checking in ARMA Models With Uncorrelated Errors
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- Improved Peňa-Rodriguez portmanteau test
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- On the distribution of the sample autocorrelation coefficients
- ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT
- Portmanteau autocorrelation tests under q-dependence and heteroskedasticity
- Portmanteau test and simultaneous inference for serial covariances
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Cited in
(7)- ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT
- A Powerful Portmanteau Test of Lack of Fit for Time Series
- Mixed Portmanteau Tests for Time‐Series Models
- A simple portmanteau test with data-driven truncation point
- ARMA model checking with data-driven portmanteau tests
- Universal codes as a basis for time series testing
- A data-driven test to compare two or multiple time series
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