A generalized portmanteau goodness-of-fit test for time series models
Year of publication: |
2004
|
---|---|
Authors: | Chen, Willa W. ; Deo, Rohit S. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 20.2004, 2, p. 382-416
|
Subject: | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
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