Diagnostic tests for non-causal time series with infinite variance (Q389304): Difference between revisions

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Latest revision as of 16:30, 11 November 2024

scientific article
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Diagnostic tests for non-causal time series with infinite variance
scientific article

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    Diagnostic tests for non-causal time series with infinite variance (English)
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    20 January 2014
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    AR processes
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    portmanteau test
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    \(\alpha\)-stable distributions
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