A Portmanteau Test for ARMA Processes with Infinite Variance (Q5415873)
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scientific article; zbMATH DE number 6296438
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Portmanteau Test for ARMA Processes with Infinite Variance |
scientific article; zbMATH DE number 6296438 |
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A Portmanteau Test for ARMA Processes with Infinite Variance (English)
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19 May 2014
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partial autocorrelation
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portmanteau test
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trimmed residuals
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