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Portmanteau tests for ARMA models with infinite variance

✍ Scribed by J.-W. Lin; A. I. McLeod

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On Sign Tests in ARMA Models with Possib

✍ Boldin, M. V.; Stute, W. 📂 Article 📅 2005 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 260 KB

Parameter estimation for a misspecified

✍ C. Klüppelberg; T. Mikosch 📂 Article 📅 1996 🏛 Springer US 🌐 English ⚖ 292 KB

Mixed Portmanteau Tests for Time-Series

✍ Heung Wong; Shiqing Ling 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 132 KB

Linear prediction of ARMA processes with

✍ Daren B.H. Cline; Peter J. Brockwell 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 794 KB

Gauss-Newton and M-estimation for ARMA p

✍ Richard A. Davis 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 818 KB

Chi-squared portmanteau tests for struct

✍ Naoya Katayama 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 308 KB