Portmanteau tests for periodic ARMA models with dependent errors
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Publication:6153720
DOI10.1111/jtsa.12692MaRDI QIDQ6153720
Yacouba Boubacar Maïnassara, Abdoulkarim Ilmi Amir
Publication date: 14 February 2024
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
seasonalitygoodness-of-fit testweighted least squaresself-normalizationresidual autocorrelationsweak PARMA modelsportmanteau test statistics
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