On consistent testing for serial correlation in seasonal time series models
DOI10.1002/cjs.5550350201zbMath1130.65095OpenAlexW2042392697MaRDI 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
tablesseasonalityserial correlationspectral density estimationtime series analysisdiagnostic testportmanteau test statistics
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)
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