scientific article; zbMATH DE number 7779276

arXiv2203.10405MaRDI QIDQ6068910FDOQ6068910

Andrey Sarantsev

Publication date: 15 December 2023

Full work available at URL: https://arxiv.org/abs/2203.10405

Title of this publication is not available (Why is that?)

zbMATH Keywords

white noiseheteroscedastic modelsLjung-Box test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (1)

• A Sequential and Iterative Testing Procedure to Identify the Nature of a Time Series Generating Process

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6068910)