APPROXIMATE SIMULTANEOUS SIGNIFICANCE INTERVALS FOR RESIDUAL AUTOCORRELATIONS OF AUTOREGRESSIVE MOVING-AVERAGE TIME SERIES MODELS

DOI10.1111/j.1467-9892.1993.tb00127.xzbMath0825.62689OpenAlexW2149079665MaRDI QIDQ4696577

Ravishanker, Nalini, Jonathan R. M. Hosking

Publication date: 29 June 1993

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1993.tb00127.x

Mathematics Subject Classification ID

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

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