Robust Portmanteau TRA Tests and Their Limit Distribution
DOI10.1081/STA-120037449zbMATH Open1213.62136OpenAlexW2074862996MaRDI QIDQ3155367FDOQ3155367
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
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Cites Work
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- RECURSIVE GENERALIZED M ESTIMATES FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS
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- On estimation and testing goodness of fit for \(m\)-dependent stable sequences
- On inconsistent M-estimators
- A goodness-of-fit test in robust time series modelling
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