A simple portmanteau test with data-driven truncation point

Baragona, R; Battaglia, F; Cucina, D

Cucina, D (通讯作者),Univ Roma Tre, Dept Polit Sci, Rome, Italy.

COMPUTATIONAL STATISTICS, 2023; ():

Abstract

Time series forecasting is an important application of many statistical methods. When it is appropriate to assume that the data may be projected towar......

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