TESTING FOR ZERO AUTOCORRELATION WHEN THE INNOVATIONS BELONG TO THE NORMAL DOMAIN OF ATTRACTION OF A CAUCHY LAW (Q4512730)
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scientific article; zbMATH DE number 1525740
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| English | TESTING FOR ZERO AUTOCORRELATION WHEN THE INNOVATIONS BELONG TO THE NORMAL DOMAIN OF ATTRACTION OF A CAUCHY LAW |
scientific article; zbMATH DE number 1525740 |
Statements
TESTING FOR ZERO AUTOCORRELATION WHEN THE INNOVATIONS BELONG TO THE NORMAL DOMAIN OF ATTRACTION OF A CAUCHY LAW (English)
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2 September 2001
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asymptotic null distribution
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autocorrelation function
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moving average process
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0.7914631962776184
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0.7732666730880737
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0.7703912258148193
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0.7622988820075989
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0.7422808408737183
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