Higher-Order Residual Analysis for Nonlinear Time Series with Autoregressive Correlation Structures
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Publication:3753347
DOI10.2307/1403268zbMath0612.62122OpenAlexW2032066411MaRDI QIDQ3753347
Peter A. W. Lewis, Anthony J. Lawrance
Publication date: 1987
Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1403268
nonlinear time seriescross-correlationresidual analysisrandom coefficient autoregressionautoregressive Yule-Walker equationshigher-order dependency structuremultiplicative autoregressionsecond-order autocorrelations
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