On diagnostic checking time series models with portmanteau test statistics based on generalized inverses and \(\{2\}\)-inverses (Q3535260)
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scientific article; zbMATH DE number 5364181
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| English | On diagnostic checking time series models with portmanteau test statistics based on generalized inverses and \(\{2\}\)-inverses |
scientific article; zbMATH DE number 5364181 |
Statements
10 November 2008
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conditional heteroscedasticity
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diagnostic checking
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generalized inverses
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residual autocorrelations
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0.8328222036361694
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0.8289939165115356
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0.8146891593933105
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0.8145790696144104
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0.8126888275146484
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