Matches in SemOpenAlex for { <https://semopenalex.org/work/W3149252875> ?p ?o ?g. }
Showing items 1 to 63 of
63
with 100 items per page.
- W3149252875 abstract "This paper proposes two residual-based diagnostic tests for noninvertible ARMA models. The tests are analogous to the portmanteau tests developed by Box and Pierce (1970), Ljung and Box (1978) and McLeod and Li (1983) in the conventional invertible case. We derive the asymptotic chi-squared distribution for the tests and study the size and power properties in a Monte Carlo simulation study. An empirical application employing financial time series data points out the usefulness of noninvertible ARMA model in analyzing stock returns and the use of the proposed test statistics." @default.
- W3149252875 created "2021-04-13" @default.
- W3149252875 creator A5023345538 @default.
- W3149252875 date "2017-08-01" @default.
- W3149252875 modified "2023-09-27" @default.
- W3149252875 title "Residual-based diagnostic tests for noninvertible ARMA models" @default.
- W3149252875 hasPublicationYear "2017" @default.
- W3149252875 type Work @default.
- W3149252875 sameAs 3149252875 @default.
- W3149252875 citedByCount "0" @default.
- W3149252875 crossrefType "posted-content" @default.
- W3149252875 hasAuthorship W3149252875A5023345538 @default.
- W3149252875 hasConcept C105795698 @default.
- W3149252875 hasConcept C11413529 @default.
- W3149252875 hasConcept C149782125 @default.
- W3149252875 hasConcept C155512373 @default.
- W3149252875 hasConcept C159877910 @default.
- W3149252875 hasConcept C19499675 @default.
- W3149252875 hasConcept C202444582 @default.
- W3149252875 hasConcept C28826006 @default.
- W3149252875 hasConcept C33923547 @default.
- W3149252875 hasConcept C74883015 @default.
- W3149252875 hasConcept C87007009 @default.
- W3149252875 hasConcept C96442724 @default.
- W3149252875 hasConceptScore W3149252875C105795698 @default.
- W3149252875 hasConceptScore W3149252875C11413529 @default.
- W3149252875 hasConceptScore W3149252875C149782125 @default.
- W3149252875 hasConceptScore W3149252875C155512373 @default.
- W3149252875 hasConceptScore W3149252875C159877910 @default.
- W3149252875 hasConceptScore W3149252875C19499675 @default.
- W3149252875 hasConceptScore W3149252875C202444582 @default.
- W3149252875 hasConceptScore W3149252875C28826006 @default.
- W3149252875 hasConceptScore W3149252875C33923547 @default.
- W3149252875 hasConceptScore W3149252875C74883015 @default.
- W3149252875 hasConceptScore W3149252875C87007009 @default.
- W3149252875 hasConceptScore W3149252875C96442724 @default.
- W3149252875 hasLocation W31492528751 @default.
- W3149252875 hasOpenAccess W3149252875 @default.
- W3149252875 hasPrimaryLocation W31492528751 @default.
- W3149252875 hasRelatedWork W114776195 @default.
- W3149252875 hasRelatedWork W1510956572 @default.
- W3149252875 hasRelatedWork W1561257385 @default.
- W3149252875 hasRelatedWork W1967191198 @default.
- W3149252875 hasRelatedWork W1993316364 @default.
- W3149252875 hasRelatedWork W2018021606 @default.
- W3149252875 hasRelatedWork W2021760340 @default.
- W3149252875 hasRelatedWork W2030820504 @default.
- W3149252875 hasRelatedWork W2047524534 @default.
- W3149252875 hasRelatedWork W2049059408 @default.
- W3149252875 hasRelatedWork W2090812401 @default.
- W3149252875 hasRelatedWork W2140394893 @default.
- W3149252875 hasRelatedWork W2751369904 @default.
- W3149252875 hasRelatedWork W2912509607 @default.
- W3149252875 hasRelatedWork W3121561706 @default.
- W3149252875 hasRelatedWork W3146589255 @default.
- W3149252875 hasRelatedWork W3148689739 @default.
- W3149252875 hasRelatedWork W35436516 @default.
- W3149252875 hasRelatedWork W605676371 @default.
- W3149252875 hasRelatedWork W71653097 @default.
- W3149252875 isParatext "false" @default.
- W3149252875 isRetracted "false" @default.
- W3149252875 magId "3149252875" @default.
- W3149252875 workType "article" @default.