Title of article
The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series
Author/Authors
Daniel Pe?a، نويسنده , , Julio Rodriguez، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
13
From page
2706
To page
2718
Keywords
Partialautocorrelation , ARIMA model , Heteroscedasticity model , Nonlinearity test , Autocorrelation coefficients
Journal title
Journal of Statistical Planning and Inference
Serial Year
2006
Journal title
Journal of Statistical Planning and Inference
Record number
220184
Link To Document