Browsing by Author "SHAIKH, MUHAMMAD ARSHAD"
Now showing items 1-1 of 1
PARAMETRIC AND NONPARAMETRIC PORTMANTEAU TESTS FOR LACK OF FIT IN TIME SERIES MODELS: A COMPARATIVE STUDY SHAIKH, MUHAMMAD ARSHAD (06-2 , Master Thesis)Several diagnostic tests for the lack of fit time series models have been introduced using parametric and nonparametric portmanteau tests. Some tests have been proposed based on the asymptotic distributions. Others are ...