Diagnostic testing of univariate time series models
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Publication:3804043
DOI10.1093/biomet/73.3.725zbMath0656.62098MaRDI QIDQ3804043
Publication date: 1986
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/73.3.725
autocorrelations; residuals; portmanteau statistic; autoregressive-moving average model; Lagrange multiplier statistic
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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