New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing

Journal of the American Statistical Association - Tập 107 Số 498 - Trang 777-787 - 2012
Thomas J. Fisher1, Colin Gallagher2
1Department of Mathematics and Statistics , University of Missouri-Kansas City , Kansas City, MO, 64110
2Department of Mathematical Sciences, Clemson University, Clemson, SC 29634

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