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
17
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