New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing
From MaRDI portal
Publication:4916512
DOI10.1080/01621459.2012.688465zbMath1261.62079MaRDI QIDQ4916512
Colin M. Gallagher, Thomas J. Fisher
Publication date: 22 April 2013
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2012.688465
62G10: Nonparametric hypothesis testing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J20: Diagnostics, and linear inference and regression
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Uses Software
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