An Improvement of the Portmanteau Statistic
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Publication:3608201
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Cites work
- scientific article; zbMATH DE number 3565994 (Why is no real title available?)
- scientific article; zbMATH DE number 2109191 (Why is no real title available?)
- Diagnostic testing of univariate time series models
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
Cited in
(17)- Estimating the mean and its effects on Neyman smooth tests of normality for ARMA models
- A simple portmanteau test with data-driven truncation point
- Mixed portmanteau test for diagnostic checking of time series models
- On diagnostic checking time series models with portmanteau test statistics based on generalized inverses and \(\{2\}\)-inverses
- The multiple testing problem for Box-Pierce statistics
- Systematic approach for portmanteau tests in view of the Whittle likelihood ratio
- A Simple Asymptotically F-Distributed Portmanteau Test for Diagnostic Checking of Time Series Models With Uncorrelated Innovations
- On multiple portmanteau tests
- scientific article; zbMATH DE number 3942794 (Why is no real title available?)
- The Effect of the Estimation on Goodness‐of‐Fit Tests in Time Series Models
- Some corrections of the score test statistic for Gaussian ARMA models
- Generalised portmanteau statistics and tests of randomness: A note on their applications to residuals from a fitted ARMA model
- A goodness-of-fit process for ARMA(\(p\),\(q\)) models based on a modified residual autocorrelation sequence
- Diagnostic testing of univariate time series models
- Chi-squared portmanteau tests for structural VARMA models with uncorrelated errors
- Kernel-based portmanteau diagnostic test for ARMA time series models
- On portmanteau goodness-of-fit tests in robust time series modelling
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