Sangyeol Lee, Chi Tim Ng. Trimmed portmanteau test for linear processes with infinite variance. J. Multivariate Analysis, 101(4):984-998, 2010. [doi]
@article{LeeN10-6,
title = {Trimmed portmanteau test for linear processes with infinite variance},
author = {Sangyeol Lee and Chi Tim Ng},
year = {2010},
doi = {10.1016/j.jmva.2009.09.016},
url = {http://dx.doi.org/10.1016/j.jmva.2009.09.016},
tags = {testing},
researchr = {https://researchr.org/publication/LeeN10-6},
cites = {0},
citedby = {0},
journal = {J. Multivariate Analysis},
volume = {101},
number = {4},
pages = {984-998},
}