Improved functional portmanteau tests

DOI10.1080/00949655.2019.1584199OpenAlexW2922353279WikidataQ128228589 ScholiaQ128228589MaRDI QIDQ5107400

H. Haghbin, Maryam Hashemi, Atefeh Zamani

Publication date: 27 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2019.1584199

zbMATH Keywords

independencefunctional time seriesportmanteau test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15)

Related Items

White noise testing for functional time series, Seasonal functional autoregressive models, Estimation of trace-variogram using Legendre-Gauss quadrature

Uses Software

• fda (R)

Cites Work

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• Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors
• Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models