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
Keywords :
Partialautocorrelation , ARIMA model , Heteroscedasticity model , Nonlinearity test , Autocorrelation coefficients
Journal title :
Journal of Statistical Planning and Inference
Journal title :
Journal of Statistical Planning and Inference
