Residual Autocorrelation Distribution in the Validation Data Set

DOI10.1111/1467-9892.00178zbMath0958.62082OpenAlexW2085243569MaRDI QIDQ2703251

Alessandro Fassò

Publication date: 1 March 2001

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00178

zbMATH Keywords

cross-validationARMAX modelportmanteau statisticsautocorrelation function estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

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