A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS (Q3729868)

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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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