Systematic Approach for Portmanteau Tests in View of the Whittle Likelihood Ratio (Q2919539)
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English | Systematic Approach for Portmanteau Tests in View of the Whittle Likelihood Ratio |
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Systematic Approach for Portmanteau Tests in View of the Whittle Likelihood Ratio (English)
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4 October 2012
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ARMA model
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exponential spectral model
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LAN
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local power
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