Bootstrapping the Portmanteau Tests in Weak Auto-Regressive Moving Average Models

From MaRDI portal
Publication:5378363

DOI10.1111/rssb.12112zbMath1414.62345OpenAlexW1969584752MaRDI QIDQ5378363

Ke Zhu

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




Related Items (18)




This page was built for publication: Bootstrapping the Portmanteau Tests in Weak Auto-Regressive Moving Average Models