A New Test for Short Memory in Long Memory Time Series (Q5885377)
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scientific article; zbMATH DE number 7671729
Language | Label | Description | Also known as |
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English | A New Test for Short Memory in Long Memory Time Series |
scientific article; zbMATH DE number 7671729 |
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A New Test for Short Memory in Long Memory Time Series (English)
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3 April 2023
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autoregressive fractionally integrated moving-average
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goodness-of-fit test
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Portmanteau test
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sample autocorrelation
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