Diagnostic tests for innovations of ARMA models using empirical processes of residuals

Kilani Ghoudi, Bruno Rémillard

    Research output: Chapter in Book/Report/Conference proceedingChapter

    5 Citations (Scopus)
    Original languageEnglish
    Title of host publicationFields Institute Communications
    PublisherSpringer New York LLC
    Pages239-282
    Number of pages44
    DOIs
    Publication statusPublished - 2015

    Publication series

    NameFields Institute Communications
    Volume76
    ISSN (Print)1069-5265

    ASJC Scopus subject areas

    • General Mathematics

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