Pages that link to "Item:Q4364942"
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The following pages link to Further results on the finite-sample distribution of Monti's portmanteau test for the adequacy of an ARMA (p,q) model (Q4364942):
Displaying 8 items.
- Generalised portmanteau statistics and tests of randomness: A note on their applications to residuals from a fitted ARMA model (Q900099) (← links)
- A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series (Q957120) (← links)
- The multiple testing problem for Box-Pierce statistics (Q2452104) (← links)
- Portmanteau tests for ARMA models with infinite variance (Q3552840) (← links)
- Partial and inverse autocorrelations in portmanteau-type tests for time series (Q4784256) (← links)
- Some weighted mixed portmanteau tests for diagnostic checking in linear time series models (Q4960736) (← links)
- The Effect of the Estimation on Goodness‐of‐Fit Tests in Time Series Models (Q5467616) (← links)
- Diagnostic test for unstable autoregressive models (Q5758158) (← links)
