Data-driven portmanteau tests for time series (Q2084715)
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scientific article; zbMATH DE number 7601199
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Data-driven portmanteau tests for time series |
scientific article; zbMATH DE number 7601199 |
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Data-driven portmanteau tests for time series (English)
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13 October 2022
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white noise hypothesis
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autocorrelation
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Escanciano and Lobato test
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information criteria
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0.817390501499176
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0.8031078577041626
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0.7983898520469666
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0.7964438796043396
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0.7853434085845947
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