Bootstrapping the Portmanteau Tests in Weak Auto-Regressive Moving Average Models
DOI10.1111/rssb.12112zbMath1414.62345OpenAlexW1969584752MaRDI QIDQ5378363
Publication date: 12 June 2019
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/61930/1/MPRA_paper_61930.pdf
bootstrap methodportmanteau testweighted portmanteau testpower generalized auto-regressive conditional heteroscedasticity modelsrandom-weighting approachweak auto-regressive moving average models
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Markov processes: hypothesis testing (62M02)
Related Items (18)
This page was built for publication: Bootstrapping the Portmanteau Tests in Weak Auto-Regressive Moving Average Models