Evaluating multiplicative error models: a residual-based approach

DOI10.1016/j.csda.2020.107086OpenAlexW3083518651MaRDI QIDQ830601

Rui Ke, Wanbo Lu, Jing Jia

Publication date: 7 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2020.107086

zbMATH Keywords

portmanteau testresidual-based testdiagnostic checkingmultiplicative error model

Mathematics Subject Classification ID

Statistics (62-XX)

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