A new test for ARMA models with errors following a general white noise process (Q1919727): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
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+Stationarity of GARCH processes and of some nonnegative time series
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Linear serial rank tests for randomness against ARMA alternatives
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+An approach to testing linear time series models
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+Publication:1919727