On consistent testing for serial correlation in seasonal time series models
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Publication:5442061
DOI10.1002/cjs.5550350201zbMath1130.65095MaRDI QIDQ5442061
Publication date: 15 February 2008
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.5550350201
tables; seasonality; serial correlation; spectral density estimation; time series analysis; diagnostic test; portmanteau test statistics
62G07: Density estimation
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
65M15: Error bounds for initial value and initial-boundary value problems involving PDEs
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Cites Work
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