A test for randomness against ARMA alternatives.

DOI10.1016/S0304-4149(00)00017-XzbMath1045.62082MaRDI QIDQ1877528

Ingrid Spreckelsen, Dette, Holger

Publication date: 7 September 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

time seriesARMA processtest for randomnessportmanteau test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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