A new test for ARMA models with errors following a general white noise process

E. Gonçalves, P. Jacob and N. Lopes

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 1996, vol. 5, issue 1, 187-202

Keywords: Test; ARMA Models; Asymptotic Separation; Conditional Heteroscedasticity; White Noise (search for similar items in EconPapers)
Date: 1996
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Persistent link: https://EconPapers.repec.org/RePEc:spr:testjl:v:5:y:1996:i:1:p:187-202

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DOI: 10.1007/BF02562688

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