TESTING FOR ZERO AUTOCORRELATION WHEN THE INNOVATIONS BELONG TO THE NORMAL DOMAIN OF ATTRACTION OF A CAUCHY LAW (Q4512730)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: TESTING FOR ZERO AUTOCORRELATION WHEN THE INNOVATIONS BELONG TO THE NORMAL DOMAIN OF ATTRACTION OF A CAUCHY LAW |
scientific article; zbMATH DE number 1525740
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
2 September 2001
0 references
asymptotic null distribution
0 references
autocorrelation function
0 references
moving average process
0 references
0.7914631962776184
0 references
0.7732666730880737
0 references
0.7703912258148193
0 references
0.7622988820075989
0 references
0.7422808408737183
0 references
