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20192025
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math.ST2019

Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but non-independent error terms

Yacouba Boubacar Maïnassara, Abdoulkarim Ilmi Amir

In this paper we consider portmanteau tests for testing the adequacy of multiplicative seasonal autoregressive moving-average (SARMA) models under the assumption that the errors ar…