New mixed portmanteau tests for time series models

Cites Work

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Improved Peňa-Rodriguez portmanteau test
The ZD-GARCH model: a new way to study heteroscedasticity
The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series
A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach
Improved multivariate portmanteau test
A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS
DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
Higher-Order Residual Analysis for Nonlinear Time Series with Autoregressive Correlation Structures
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
A Class of Nonlinear Arch Models
On a measure of lack of fit in time series models
ON THE SQUARED RESIDUAL AUTOCORRELATIONS IN NON-LINEAR TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY
Diagnostic checking of nonlinear multivariate time series with multivariate arch errors
A Powerful Portmanteau Test of Lack of Fit for Time Series
ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL
New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing
Kernel-based portmanteau diagnostic test for ARMA time series models
Mixed Portmanteau Tests for Time‐Series Models
Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification
Portmanteau tests for linearity of stationary time series
A new look at the statistical model identification

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