Portmanteau tests for ARMA models with infinite variance (Q3552840): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2154239282
@@ Property / OpenAlex ID: W2154239282 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.01360
@@ Property / arXiv ID: 1611.01360 / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+Gauss-Newton and M-estimation for ARMA processes with infinite variance
+Normal rank
@@ Property / cites work @@
+Limit theory for the sample covariance and correlation functions of moving averages
+Normal rank
@@ Property / cites work @@
+Q4821817
@@ Property / cites work: Q4821817 / rank @@
+Normal rank
@@ Property / cites work @@
+Simple consistent estimators of stable distribution parameters
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation of stable Paretian models.
+Normal rank
@@ Property / cites work @@
+A proposal for a residual autocorrelation test in linear models
+Normal rank
@@ Property / cites work @@
+A Powerful Portmanteau Test of Lack of Fit for Time Series
+Normal rank
@@ Property / cites work @@
+The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4779802
@@ Property / cites work: Q4779802 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3552840