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Systematic Approach for Portmanteau Tests in View of the Whittle Likelihood Ratio

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Publication:2919539
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DOI10.14490/jjss.39.177zbMath1248.62157OpenAlexW2074610726MaRDI QIDQ2919539

Tomoyuki Amano, Masanobu Taniguchi

Publication date: 4 October 2012

Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL: https://www.jstage.jst.go.jp/A_PRedirectJournalInit?sryCd=jjss&kijiCd=39_2_177&screenID=AF06S010&noVol=39&noIssue=2


zbMATH Keywords

LANARMA modellocal powerexponential spectral model


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (5)

Forecasting highly persistent time series with bounded spectrum processes ⋮ Preliminary test estimation for spectra ⋮ Portmanteau tests based on quadratic forms in the autocorrelations ⋮ A new look at portmanteau tests ⋮ Data-driven portmanteau tests for time series




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