Tests for white noise against alternatives with both seasonal and nonseasonal serial correlation (Q4216700)
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scientific article; zbMATH DE number 1218186
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests for white noise against alternatives with both seasonal and nonseasonal serial correlation |
scientific article; zbMATH DE number 1218186 |
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Tests for white noise against alternatives with both seasonal and nonseasonal serial correlation (English)
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29 October 2000
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autoregressive moving average model
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consistent tests
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Lagrange multiplier test
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multiplicative seasonal ARMA model
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nonstandard testing problem
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seasonality
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test of white noise
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seasonal
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nonseasonal
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serial correlation
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likelihood ratio tests
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