A portmanteau test for ARMA processes with infinite variance (Q5415873)
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scientific article; zbMATH DE number 6296438
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A portmanteau test for ARMA processes with infinite variance |
scientific article; zbMATH DE number 6296438 |
Statements
A Portmanteau Test for ARMA Processes with Infinite Variance (English)
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19 May 2014
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partial autocorrelation
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portmanteau test
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trimmed residuals
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0.919067680835724
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0.864016056060791
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0.830758810043335
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0.830758810043335
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0.8237413763999939
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