A simple asymptotically F-distributed portmanteau test for diagnostic checking of time series models with uncorrelated innovations
Xuexin Wang and Yixiao Sun
| Year of publication: |
2022
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|---|---|
| Authors: | Wang, Xuexin ; Sun, Yixiao |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 40.2022, 2, p. 505-521
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| Subject: | F-distribution | Fixed-smoothing asymptotics | Model diagnostics | Orthonormal series variance estimator | Parameter estimation uncertainty | Uncorrelated innovations | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Description of contents: | Description [tandfonline.com] |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2020.1832505 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013533447