Trimmed portmanteau test for linear processes with infinite variance (Q2267596)

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Trimmed portmanteau test for linear processes with infinite variance
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    Trimmed portmanteau test for linear processes with infinite variance (English)
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    1 March 2010
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    model check test
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    diagnostic test
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    portmanteau test
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    linear process with infinite variance
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    trimming method
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    asymptotic distribution
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