Model identification for time series with dependent innovations (Q4921681)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6162359
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Model identification for time series with dependent innovations |
scientific article; zbMATH DE number 6162359 |
Statements
13 May 2013
0 references
ACF
0 references
EACF
0 references
GARCH
0 references
PACF
0 references
order determination
0 references
time series
0 references
uncorrelated but dependent errors
0 references
unit-root test
0 references
0.7041776180267334
0 references
0.7041774988174438
0 references
0.7013634443283081
0 references
