A goodness-of-fit process for ARMA(\(p\),\(q\)) models based on a modified residual autocorrelation sequence (Q2643283)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A goodness-of-fit process for ARMA(\(p\),\(q\)) models based on a modified residual autocorrelation sequence |
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Statements
A goodness-of-fit process for ARMA(\(p\),\(q\)) models based on a modified residual autocorrelation sequence (English)
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23 August 2007
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Brownian bridge
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cumulative periodogram
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Ljung-Box statistic
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residuals
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weak convergence
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