Wild bootstrap Ljung-Box test for residuals of ARMA models robust to variance change

DOI10.1007/S42952-022-00172-6OpenAlexW4281293893MaRDI QIDQ2111948

Taewook Lee

Publication date: 17 January 2023

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42952-022-00172-6

zbMATH Keywords

ARMAwild bootstrapresidual autocorrelationvariance changeLjung-Box test

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION
• Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
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