New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing

DOI10.1080/01621459.2012.688465zbMath1261.62079OpenAlexW2039906523MaRDI QIDQ4916512

Colin M. Gallagher, Thomas J. Fisher

Publication date: 22 April 2013

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2012.688465

zbMATH Keywords

ARMA modelGARCH modelnonlinear testsresidual diagnostic tests

Mathematics Subject Classification ID

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Uses Software

• WeightedPortTest

Cites Work

• Unnamed Item
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