Portmanteau tests for linearity of stationary time series (Q5860904)
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scientific article; zbMATH DE number 7484447
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portmanteau tests for linearity of stationary time series |
scientific article; zbMATH DE number 7484447 |
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Portmanteau tests for linearity of stationary time series (English)
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4 March 2022
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autocorrelation
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cross-correlation
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nonlinearity
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portmanteau test
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stock returns
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