The asymptotic null distribution of the Box-Pierce \(\mathcal Q\)-statistic for random variables with infinite variance. An application to German stock returns (Q1362496)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The asymptotic null distribution of the Box-Pierce Q-statistic for random variables with infinite variance. An application to German stock returns |
scientific article; zbMATH DE number 1043965
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The asymptotic null distribution of the Box-Pierce \(\mathcal Q\)-statistic for random variables with infinite variance. An application to German stock returns |
scientific article; zbMATH DE number 1043965 |
Statements
The asymptotic null distribution of the Box-Pierce \(\mathcal Q\)-statistic for random variables with infinite variance. An application to German stock returns (English)
0 references
12 August 1997
0 references
asymptotic distribution
0 references
autocorrelation
0 references
domain of attraction
0 references
portmanteau test
0 references
stable law
0 references
0 references
0.7756698131561279
0 references
0.7650582790374756
0 references
0.741359293460846
0 references
0.7390904426574707
0 references
