Robust Portmanteau TRA Tests and Their Limit Distribution

DOI10.1081/STA-120037449MaRDI QIDQ3155367zbMATH OpenOpenAlexFDO

Authors Héctor Allende, Nancy Lacourly, Soledad Torres

Publication date 14 January 2005

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sta-120037449

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

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