Pages that link to "Item:Q4976480"
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The following pages link to The Portmanteau Tests and the LM Test for ARMA Models with Uncorrelated Errors (Q4976480):
Displaying 4 items.
- Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms (Q538155) (← links)
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models (Q2165839) (← links)
- Portmanteau tests for ARMA models with infinite variance (Q3552840) (← links)
- Empirical likelihood-based portmanteau tests for autoregressive moving average models with possible infinite variance innovations (Q6073459) (← links)
