An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking (Q3111187)

From MaRDI portal
scientific article
Language Label Description Also known as
English
An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking
scientific article

    Statements

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