A generalized portmanteau goodness-of-fit test for time series models

Chen, Willa W., Deo, Rohit S. . Econometric Theory 2004. 20 (2) :382-416

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Bibtex

@article{CIS-188478,
  Author = {Chen, Willa W. and Deo, Rohit S.},
  Title = {A generalized portmanteau goodness-of-fit test for time series models},
  Journal = {Econometric Theory},
  Volume = {20},
  Number = {2},
  Year = {2004},
  Pages = {382--416},
  Keywords = {Box-Pierce statistic}
}

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