Portmanteau tests for ARMA models with infinite variance (Q3552840)
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scientific article
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| English | Portmanteau tests for ARMA models with infinite variance |
scientific article |
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Portmanteau tests for ARMA models with infinite variance (English)
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22 April 2010
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diagnostic checks
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residual autocorrelation function
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stable Paretian distribution
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testing for randomness
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0.98242486
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0.9336027
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0.9170418
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0.91034687
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0.9022471
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0.8963846
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0.8946432
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