Partial sums of lagged cross-products of AR residuals and a test for white noise (Q1019485)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Partial sums of lagged cross-products of AR residuals and a test for white noise |
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Statements
Partial sums of lagged cross-products of AR residuals and a test for white noise (English)
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2 June 2009
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Brownian motion
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noncentral chi-square
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partial sums
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portmanteau diagnostic check
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time series
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