شماره ركورد كنفرانس :
4109
عنوان مقاله :
A survey on portmanteau test in time series
پديدآورندگان :
Zamani A Department of Statistics, Faculty of Science, Shiraz University, Shiraz, Iran , Hashemi M Department of Statistics, Khansar Faculty of Mathematics and Computer Science,Khansar, Iran , Haghbin H Department of Statistics,Persian Gulf University of Bushehr, Bushehr,Iran
كليدواژه :
Portmanteau test , Autoregressive moving , average process , Functional observation.
عنوان كنفرانس :
يازدهمين سمينار ملي احتمال و فرآيندهاي تصادفي
چكيده فارسي :
One of the most important stages of building a model is diagnostic checking. In
particular, we are interested in finding whether the residuals of the model are white noise, that
is, follow process that shows no serial correlation, is homoscedastic, etc. This paper is a review
on various forms of portmanteau tests for diagnostic checking from univariate to functional time
series.
