Bootstrapping the portmanteau tests in weak auto-regressive moving average models

Ke Zhu ()

Journal of the Royal Statistical Society Series B, 2016, vol. 78, issue 2, 463-485

Date: 2016
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Citations: View citations in EconPapers (18)

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Working Paper: Bootstrapping the portmanteau tests in weak auto-regressive moving average models (2015)
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