Canepa, A.; Godfrey, L. G. - In: Journal of Time Series Analysis 28 (2007) 3, pp. 434-453
Quasi-likelihood ratio tests for autoregressive moving-average (ARMA) models are examined. The ARMA models are stationary and invertible with white-noise terms that are not restricted to be normally distributed. The white-noise terms are instead subject to the weaker assumption that they are...