Robust residual cross correlation tests for lagged relations in time series (Q4864210)
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scientific article; zbMATH DE number 839377
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| English | Robust residual cross correlation tests for lagged relations in time series |
scientific article; zbMATH DE number 839377 |
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Robust residual cross correlation tests for lagged relations in time series (English)
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29 January 1996
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autoregressive moving average models
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causality tests
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residual autocovariance estimates
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asymptotic distribution
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robustified residual cross correlation tests
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lagged relations
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outliers
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0.8312695026397705
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0.7633693814277649
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