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Unlike the existing methods, no user-chosen parameter is needed to implement the RW method. As an application, these four tests are used to check the model adequacy in power generalized auto-regressive conditional heteroscedasticity models. Simulation evidence indicates that the weighted portmanteau tests have a power advantage over other existing tests. A real example on the Standard and Poor's 500 index illustrates the merits of our testing procedure. As an extension, the blockwise RW method is also studied.<\/jats:p>","DOI":"10.1111\/rssb.12112","type":"journal-article","created":{"date-parts":[[2015,4,6]],"date-time":"2015-04-06T01:45:48Z","timestamp":1428284748000},"page":"463-485","source":"Crossref","is-referenced-by-count":56,"title":["Bootstrapping the Portmanteau Tests in Weak Auto-Regressive Moving Average Models"],"prefix":"10.1093","volume":"78","author":[{"given":"Ke","family":"Zhu","sequence":"first","affiliation":[{"name":"Chinese Academy of Sciences , Beijing , People's Republic of China"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"286","published-online":{"date-parts":[[2015,4,6]]},"reference":[{"key":"2023021709303968400_rssb12112-cit-0001","doi-asserted-by":"crossref","first-page":"21","DOI":"10.1111\/j.1467-9892.1987.tb00418.x","article-title":"Determining the bandwidth of a kernel spectrum estimate","volume":"8","author":"Beltrao","year":"1987","journal-title":"J. Time Ser. 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