Further results on the finite-sample distribution of Monti's portmanteau test for the adequacy of an ARMA (p,q) model (Q4364942)
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scientific article; zbMATH DE number 1088786
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Further results on the finite-sample distribution of Monti's portmanteau test for the adequacy of an ARMA (p,q) model |
scientific article; zbMATH DE number 1088786 |
Statements
Further results on the finite-sample distribution of Monti's portmanteau test for the adequacy of an ARMA (p,q) model (English)
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1997
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Autoregressive-moving average model
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Empirical power
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Empirical significance level
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Residual autocorrelation
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Residual partial autocorrelation
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