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Wild bootstrap Ljung–Box test for residuals of ARMA models robust to variance change

Crossref DOI link: https://doi.org/10.1007/s42952-022-00172-6

Published Online: 2022-05-23

Published Print: 2022-12

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Lee, Taewook https://orcid.org/0000-0001-8224-7362
Funding

Funding for this research was provided by:

Ministry of Education (NRF-2016R1D1A1B01009508)
License Information

Text and Data Mining valid from 2022-05-23

Version of Record valid from 2022-05-23
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Article History

Received: 4 January 2022

Accepted: 2 May 2022

First Online: 23 May 2022