A simple portmanteau test with data-driven truncation point
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Publication:6567422
DOI10.1007/S00180-022-01320-6MaRDI QIDQ6567422FDOQ6567422
Authors: Roberto Baragona, Francesco Battaglia, Domenico Cucina 
Publication date: 5 July 2024
Published in: Computational Statistics (Search for Journal in Brave)
Cites Work
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- Properties of doubly-truncated gamma variables
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- On the distribution of the sample autocorrelation coefficients
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- Robust M tests using kernel-based estimators with bandwidth equal to sample size
- Robust adaptive rate-optimal testing for the white noise hypothesis
- An Improvement of the Portmanteau Statistic
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