An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking (Q3111187)
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English | An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking |
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An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking (English)
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18 January 2012
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higher-order serial dependence
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local alternatives
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long memory
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nonlinear in variables models
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recursive residuals
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