On diagnostic checking time series models with portmanteau test statistics based on generalized inverses and {2}-inverses

COMPSTAT 2008 - Proceedings in Computational Statistics, 18th Symposium

Volumn , Issue , 2008, Pages 143-154

  Duchesne, Pierre ^a   Francq, Christian ^b  

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

^b UNIV LILLE   (France)

Author keywords

Conditional heteroscedasticity; Diagnostic checking; Generalized inverses; Portmanteau test statistics; Residual autocorrelations

Indexed keywords

AUTOCORRELATION; LITHIUM; PROBABILITY DISTRIBUTIONS; TIME SERIES;

ASYMPTOTIC DISTRIBUTIONS; CHI-SQUARE DISTRIBUTION; CONDITIONAL HETEROSCEDASTICITY; DIAGNOSTIC CHECKING; GENERAL SPECIFICATION; GENERALIZED INVERSE; TEST STATISTICS; UNIVARIATE TIME SERIES MODELS;

STATISTICAL TESTS;

EID: 73149094781     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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