White Noise and Its Misapplications: Impacts on Time Series Model Adequacy and Forecasting
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- Manuela Royer-Carenzi & Hossein Hassani, 2025. "Deviations from Normality in Autocorrelation Functions and Their Implications for MA(q) Modeling," Stats, MDPI, vol. 8(1), pages 1-37, February.
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Keywords
time series analysis; model selection; Hassani ?1/2 theorem; white noise; ARMA; Gaussian; Ljung–Box test;All these keywords.
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