A new look at portmanteau tests (Q1744726)

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scientific article; zbMATH DE number 6861779
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    A new look at portmanteau tests
    scientific article; zbMATH DE number 6861779

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      A new look at portmanteau tests (English)
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      19 April 2018
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      portmanteau test
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      asymptotic local power
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      serial correlation
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      time series analysis
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      variable selection
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      Fisher information matrix
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