The asymptotic null distribution of the Box-Pierce \(\mathcal Q\)-statistic for random variables with infinite variance. An application to German stock returns (Q1362496): Difference between revisions
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Revision as of 03:04, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The asymptotic null distribution of the Box-Pierce \(\mathcal Q\)-statistic for random variables with infinite variance. An application to German stock returns |
scientific article |
Statements
The asymptotic null distribution of the Box-Pierce \(\mathcal Q\)-statistic for random variables with infinite variance. An application to German stock returns (English)
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12 August 1997
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asymptotic distribution
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autocorrelation
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domain of attraction
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portmanteau test
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stable law
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