Portmanteau tests for ARMA models with infinite variance (Q3552840): Difference between revisions
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Revision as of 17:27, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portmanteau tests for ARMA models with infinite variance |
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Portmanteau tests for ARMA models with infinite variance (English)
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22 April 2010
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diagnostic checks
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residual autocorrelation function
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stable Paretian distribution
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testing for randomness
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