Some weighted mixed portmanteau tests for diagnostic checking in linear time series models-Reference-Cited by-同舟云学术

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Some weighted mixed portmanteau tests for diagnostic checking in linear time series models

Published:2018-07-16 Issue:15 Volume:88 Page:3000-3017
ISSN:0094-9655
Container-title:Journal of Statistical Computation and Simulation
language:en
Short-container-title:Journal of Statistical Computation and Simulation

Author:

Muhammed Anvar P.¹,Balakrishna N.¹

Affiliation:

1. Department of Statistics, Cochin University of Science and Technology, Cochin, India

Funder

University Grants Commission India

Science and Engineering Research Board

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Modelling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/00949655.2018.1498094

Reference22 articles.

1. Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

2. On a measure of lack of fit in time series models

3. A proposal for a residual autocorrelation test in linear models

4. Further results on the finite-sample distribution of Monti's portmanteau test for the adequacy of an ARMA (p,q) model

5. A Powerful Portmanteau Test of Lack of Fit for Time Series

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