New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing

Title
New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing
Authors
Keywords
-
Journal
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
Volume 107, Issue 498, Pages 777-787
Publisher
Informa UK Limited
Online
2012-07-25
DOI
10.1080/01621459.2012.688465

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