مرکز منطقه ای اطلاع رساني علوم و فناوري - A goodness-of-fit process for ARMA(p,q) models based on a modified residual autocorrelation sequence

Title of article :

A goodness-of-fit process for ARMA(p,q) models based on a modified residual autocorrelation sequence

Author/Authors :

Andres Ubierna، نويسنده , , Santiago Velilla، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

2903

To page :

2919

Keywords :

Brownian bridge , Ljung–Box statistic , Residuals , weak convergence , Cumulative periodogram

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

2007

Journal title :

Journal of Statistical Planning and Inference

Record number :

220510

Link To Document :