Wild bootstrap Ljung-Box test for residuals of ARMA models robust to variance change (Q2111948)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wild bootstrap Ljung-Box test for residuals of ARMA models robust to variance change |
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Wild bootstrap Ljung-Box test for residuals of ARMA models robust to variance change (English)
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17 January 2023
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ARMA
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Ljung-Box test
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residual autocorrelation
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variance change
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wild bootstrap
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