Diagnostics for Time Series Analysis
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Publication:4939806
DOI10.1111/1467-9892.00139zbMath0933.62089OpenAlexW2165520405MaRDI QIDQ4939806
Chris Carter, Robert Kohn, Richard H. Gerlach
Publication date: 1 March 2000
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00139
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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