DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS (Q3321280)

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DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
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    DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS (English)
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    1983
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    ARMA time series
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    diagnostic checking
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    portmanteau test
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    testing for statistical independence
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    normalized squared-residual autocorrelations
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    simulation experiment
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    small-sample validity
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