Portmanteau tests based on quadratic forms in the autocorrelations-Reference-Cited by-同舟云学术

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Portmanteau tests based on quadratic forms in the autocorrelations

Published:2017-11-13 Issue:17 Volume:47 Page:4355-4374
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Baragona Roberto¹,Battaglia Francesco¹^ORCID,Cucina Domenico²

Affiliation:

1. Dipartimento di Scienze Statistiche University La Sapienza, Rome, Italy

2. Dipartimento di Economia e Statistica, University of Salerno, Fisciano, Italy

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610926.2017.1380829

Reference28 articles.

1. EXACT GENERAL-LAG SERIAL CORRELATION MOMENTS AND APPROXIMATE LOW-LAG PARTIAL CORRELATION MOMENTS FOR GAUSSIAN WHITE NOISE

2. Partial and inverse autocorrelations in portmanteau-type tests for time series

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Data-driven portmanteau tests for time series;TEST;2022-01-08

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