scientific article; zbMATH DE number 3639008

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zbMath0411.62065MaRDI QIDQ4197931

Jonathan R. M. Hosking

Publication date: 1978

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

goodness-of-fit tests asymptotic distributions autoregressive process portmanteau statistic time-series model Quenouille statistic

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (3)

Distribution-free tests for time series models specification ⋮ Time series analysis via rank order theory: Signed-rank tests for ARMA models ⋮ Comparison of two modified portmanteau tests for model adequacy

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