54 citations · 55 across the 5 of their papers we have counts for
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stat.ME2020
New Goodness-of-Fit Tests for Time Series Models
Esam Mahdi
This article proposes omnibus portmanteau tests for contrasting adequacy of time series models. The test statistics are based on combining the autocorrelation function of the condi…
stat.AP2020
portes: An R Package for Portmanteau Tests in Time Series Models
Esam Mahdi
In this article, we introduce the R package portes with extensive illustrative applications. The asymptotic distributions and the Monte Carlo procedures of the most popular univari…
math.ST2020
Bootstrapping a Powerful Mixed Portmanteau Test for Time Series
Esam Mahdi, Thomas J. Fisher
A new portmanteau test statistic is proposed for detecting nonlinearity in time series data. In this paper, we elaborate on the Toeplitz autocorrelation matrix to the autocorrelati…