Testing for Serial Correlation Against an ARMA(1, 1,) Process
DOI10.2307/2291751zbMath0895.62089OpenAlexW3123914046MaRDI QIDQ4366031
Donald W. K. Andrews, Werner Ploberger
Publication date: 7 January 1998
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d10/d1077.pdf
likelihood ratio testtime seriesserial correlationautoregressive moving average modelLagrange multiplier testconsistent testnonstandard testing problemtest of white noiseerrors of regression models
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)
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