Improved Peňa-Rodriguez portmanteau test (Q1010524)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved Peňa-Rodriguez portmanteau test |
scientific article |
Statements
Improved Peňa-Rodriguez portmanteau test (English)
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6 April 2009
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ARMA residual diagnostic test
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Imhof distribution
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Monte-Carlo test
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portmanteau diagnostic check
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