A simple asymptotically F-distributed portmanteau test for diagnostic checking of time series models with uncorrelated innovations
Year of publication: |
2022
|
---|---|
Authors: | Wang, Xuexin ; Sun, Yixiao |
Subject: | F-distribution | Fixed-smoothing asymptotics | Model diagnostics | Orthonormal series variance estimator | Parameter estimation uncertainty | Uncorrelated innovations | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Innovation | Statistischer Test | Statistical test |
Description of contents: | Description [tandfonline.com] |
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