Testing for white noise against locally stationary alternatives (Q4969863)
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scientific article; zbMATH DE number 7260343
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| English | Testing for white noise against locally stationary alternatives |
scientific article; zbMATH DE number 7260343 |
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Testing for white noise against locally stationary alternatives (English)
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14 October 2020
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autocorrelations
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ljung-box
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locally stationary processes
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residual check
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time-varying parameters
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spurious white noise
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model fitting
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portmanteau test
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