Data-driven portmanteau tests for time series (Q2084715)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Data-driven portmanteau tests for time series |
scientific article |
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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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