Goodness-of-fit tests for SPARMA models with dependent error terms
Yacouba Boubacar Maïnassara and Abdoulkarim Ilmi Amir
| Year of publication: |
2022
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|---|---|
| Authors: | Maïnassara, Yacouba Boubacar ; Amir, Abdoulkarim Ilmi |
| Published in: |
Journal of time series econometrics. - Berlin : De Gruyter, ISSN 1941-1928, ZDB-ID 2493596-7. - Vol. 14.2022, 2, p. 107-140
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| Subject: | goodness-of-fit test | quasi-generalized least squares | residual autocorrelations | seasonality | self-normalization | weak PARMA models | weak SARMA | weak SPARMA models | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Kleinste-Quadrate-Methode | Least squares method | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/jtse-2022-0002 [DOI] |
| Classification: | C - Mathematical and Quantitative Methods ; C00 - Mathematical and Quantitative Methods. General ; C02 - Mathematical Methods ; C1 - Econometric and Statistical Methods: General ; C13 - Estimation ; C2 - Econometric Methods: Single Equation Models ; C22 - Time-Series Models |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013260167