Wild bootstrap Ljung-Box test for residuals of ARMA models robust to variance change (Q2111948)

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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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