Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms

DOI10.1111/stan.12178arXiv1902.03000OpenAlexW2943012204MaRDI QIDQ6067649

Abdoulkarim Ilmi Amir, Yacouba Boubacar Maïnassara

Publication date: 14 December 2023

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.03000

zbMATH Keywords

goodness-of-fit testself-normalizationresidual autocorrelationquasi-maximum likelihood estimationBox-Pierce and Ljung-Box portmanteau testsweak SARMA models

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx) Multivariate analysis (62Hxx) Nonparametric inference (62Gxx)

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