Portmanteau tests for periodic ARMA models with dependent errors

DOI10.1111/JTSA.12692MaRDI QIDQ6153720zbMATH OpenFDO

Authors Y. Boubacar Mainassara, Abdoulkarim Ilmi Amir

Publication date 14 February 2024

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/JTSA.12692

zbMATH Keywords

goodness-of-fit testportmanteau test statisticsresidual autocorrelationsseasonalityself-normalizationweak PARMA modelsweighted least squares

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx)

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Cited in

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