The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series (Q2495838)

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The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series
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    The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series (English)
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    30 June 2006
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    ARIMA model
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    autocorrelation coefficients
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    heteroscedasticity model
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    nonlinearity test
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    partial autocorrelation
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