Kernel-based portmanteau diagnostic test for ARMA time series models (Q5193390)
From MaRDI portal
scientific article; zbMATH DE number 7103179
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kernel-based portmanteau diagnostic test for ARMA time series models |
scientific article; zbMATH DE number 7103179 |
Statements
Kernel-based portmanteau diagnostic test for ARMA time series models (English)
0 references
10 September 2019
0 references
diagnostic check
0 references
goodness-of-fit
0 references
weighted portmanteau test
0 references
spectral density
0 references
kernel estimation
0 references
ARMA models
0 references
0 references
0 references
0 references
