Data-driven portmanteau tests for time series
type: Item
instance of: scholarly article
title: Data-driven portmanteau tests for time series
zbMATH Open document ID: 1496.62148
author: Roberto Baragona
author: Francesco Battaglia
author: Domenico Cucina
published in: Test
publication date: 2022-10-13T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 7601199
zbMATH Keywords: white noise hypothesis
zbMATH Keywords: autocorrelation
zbMATH Keywords: Escanciano and Lobato test
zbMATH Keywords: information criteria
describes a project that uses: WeightedPortTest
MaRDI profile type: Publication
full work available at URL: s11749-021-00794-8
OpenAlex ID: W4206318192
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DOI: 10.1007/S11749-021-00794-8
description: scientific article; zbMATH DE number 7601199