Sensitivity of the portmanteau statistic in time series modeling

DOI10.1080/02664760120059228zbMath0991.62065OpenAlexW2074187382MaRDI QIDQ4540897

Yer Van Hui, Andy H. Lee, John S. Yick

Publication date: 28 July 2002

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

Full work available at URL: https://doi.org/10.1080/02664760120059228

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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