Some weighted mixed portmanteau tests for diagnostic checking in linear time series models.

Autor: Muhammed Anvar, P.1 muhammedanvarp@gmail.com, Balakrishna, N.1
Zdroj: Journal of Statistical Computation & Simulation. Oct2018, Vol. 88 Issue 15, p3000-3017. 18p.
Databáze: Business Source Ultimate