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Latest revision as of 05:01, 7 March 2024

scientific article; zbMATH DE number 4184813
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scientific article; zbMATH DE number 4184813

    Statements

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    1988
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    additivity
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    Lagrange multiplier test
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    simultaneous test
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    ARCH
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    bilinearity
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    nonlinearity of the error process
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    time series models
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