The Portmanteau Tests and the LM Test for ARMA Models with Uncorrelated Errors

DOI10.1007/978-1-4939-6568-7_6zbMath1368.62240OpenAlexW2559943899MaRDI QIDQ4976480

Naoya Katayama

Publication date: 31 July 2017

Published in: Advances in Time Series Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4939-6568-7_6

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: hypothesis testing (62M07)

Related Items

Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models

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