Mixed portmanteau test for diagnostic checking of time series models

DOI10.1155/2014/545413zbMath1442.62197OpenAlexW2147524729WikidataQ59053483 ScholiaQ59053483MaRDI QIDQ2336523

Sohail Chand, Shahid Kamal

Publication date: 19 November 2019

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/545413

Mathematics Subject Classification ID

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

Related Items

Portmanteau tests based on quadratic forms in the autocorrelations ⋮ Some weighted mixed portmanteau tests for diagnostic checking in linear time series models

Cites Work

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