Mixed portmanteau tests for time-series models

Journal of Time Series Analysis

Volumn 26, Issue 4, 2005, Pages 569-579

  Wong, Heung ^a   Ling, Shiqing ^b  

^a HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

^b HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

Box Jenkins models; Model diagnostic checking; Nonlinear time series models; Portmanteau statistics

Indexed keywords

EID: 20744436540     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2005.00420.x     Document Type: Article

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