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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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Source Publication：JOURNAL OF ECONOMETRICS
Funding Project：National Natural Science Foundation of China[11201459]
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A bootstrapped spectral test for adequacy in weak ARMA models
期刊论文
JOURNAL OF ECONOMETRICS, 2015, 卷号: 187, 期号: 1, 页码: 113-130
Authors:
Zhu, Ke
;
Li, Wai Keung
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Submit date：2018/07/30
Block-wise random weighting method
Diagnostic checking
Least squares estimation
Spectral test
Weak ARMA models
Wild bootstrap
