WeightedPortTest: Weighted Portmanteau Tests for Time Series Goodness-of-fit

This packages contains the Weighted Portmanteau Tests as described in "New Weighted Portmanteau Statistics for Time Series Goodness-of-Fit Testing' accepted for publication by the Journal of the American Statistical Association.

Package details

AuthorThomas J. Fisher and Colin M. Gallagher
MaintainerThomas J. Fisher <fishertho@umkc.edu>
LicenseGPL (>= 3)
Package repositoryView on CRAN
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WeightedPortTest documentation built on May 2, 2019, 11:05 a.m.