Diagnostic tests for non-causal time series with infinite variance (Q389304)
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scientific article; zbMATH DE number 6247849
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Diagnostic tests for non-causal time series with infinite variance |
scientific article; zbMATH DE number 6247849 |
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Diagnostic tests for non-causal time series with infinite variance (English)
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20 January 2014
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AR processes
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portmanteau test
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\(\alpha\)-stable distributions
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0.92623883
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0.8934032
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0.89217585
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0.8860587
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0.88282853
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0.88137555
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0.8754576
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