A generalized portmanteau goodness-of-fit test for time series models
Willa W. Chen; Rohit S. Deo
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001988207