Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms (Q6067649)
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scientific article; zbMATH DE number 7778406
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms |
scientific article; zbMATH DE number 7778406 |
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Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms (English)
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14 December 2023
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Box-Pierce and Ljung-Box portmanteau tests
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goodness-of-fit test
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quasi-maximum likelihood estimation
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residual autocorrelation
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self-normalization
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weak SARMA models
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