Trimmed portmanteau test for linear processes with infinite variance (Q2267596): Difference between revisions

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+https://doi.org/10.1016/j.jmva.2009.09.016
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+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
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+Q4821817
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+Diagnostic test for unstable autoregressive models
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+The asymptotic null distribution of the Box-Pierce \(\mathcal Q\)-statistic for random variables with infinite variance. An application to German stock returns
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+Portmanteau tests for ARMA models with infinite variance
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+Limit theory for the sample covariance and correlation functions of moving averages
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+The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
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+Q3827448
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+Q5538132
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+Parameter estimation for ARMA models with infinite variance innovations
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+Q5629053
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+Q5545069
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+Publication:2267596