Bootstrapping the Portmanteau Tests in Weak Auto-Regressive Moving Average Models (Q5378363)
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scientific article; zbMATH DE number 7065231
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping the Portmanteau Tests in Weak Auto-Regressive Moving Average Models |
scientific article; zbMATH DE number 7065231 |
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Bootstrapping the Portmanteau Tests in Weak Auto-Regressive Moving Average Models (English)
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12 June 2019
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bootstrap method
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portmanteau test
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power generalized auto-regressive conditional heteroscedasticity models
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random-weighting approach
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weak auto-regressive moving average models
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weighted portmanteau test
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