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The Wakayama economic review 367
2012-05-01 発行

Analysis of Portmanteau Tests

Portmanteau 検定の解析
Amano, Tomoyuki
FullText File
KJ00008067560.pdf 4.77 MB
Self DOI
10.19002/AN00071425.367.19
About This Article
Language
jpn
Start Page
19
End Page
32
Keywords
アーマモデル
ポートマン検定
局所漸近正規性
Keywords Alternative
ARMA model
Portmanteau test
LAN
Text Version
publisher
KJ00008067560.pdf 4.77 MB
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