Portmanteau tests based on quadratic forms in the autocorrelations

DOI10.1080/03610926.2017.1380829OpenAlexW2756055393MaRDI QIDQ5154082

Domenico Cucina, Roberto Baragona, Francesco Battaglia

Publication date: 1 October 2021

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

Full work available at URL: https://doi.org/10.1080/03610926.2017.1380829

zbMATH Keywords

time seriesgoodness-of-fit testswhite noise tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (1)

Data-driven portmanteau tests for time series

Uses Software

• WeightedPortTest

Cites Work

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