A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS (Q3729868)
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English | A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS |
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A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS (English)
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1986
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nonlinear moving average models
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threshold autoregressive models
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power
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diagnostic test
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bispectrum
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nonlinear serial dependence
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simulations
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