A goodness-of-fit test based on ranks for arma models

DOI10.1080/03610929508831490zbMath0825.62272OpenAlexW2019356965MaRDI QIDQ4843896

Víctor J. Yohai, Nélida E. Ferretti, Diana M. Kelmansky

Publication date: 17 August 1995

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929508831490

zbMATH Keywords

ranksgoodness-of-fitARMA models

Mathematics Subject Classification ID

Statistics (62-XX)

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