Yunwei Cui, Rongning Wu. A Portmanteau Test for ARMA Processes with Infinite Variance. Communications in Statistics - Simulation and Computation, 43(3):597-614, 2014. [doi]
@article{CuiW14, title = {A Portmanteau Test for ARMA Processes with Infinite Variance}, author = {Yunwei Cui and Rongning Wu}, year = {2014}, doi = {10.1080/03610918.2012.709900}, url = {http://dx.doi.org/10.1080/03610918.2012.709900}, researchr = {https://researchr.org/publication/CuiW14}, cites = {0}, citedby = {0}, journal = {Communications in Statistics - Simulation and Computation}, volume = {43}, number = {3}, pages = {597-614}, }