Pages that link to "Item:Q5415873"
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The following pages link to A Portmanteau Test for ARMA Processes with Infinite Variance (Q5415873):
Displaying 8 items.
- Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations (Q888322) (← links)
- A new test for ARMA models with errors following a general white noise process (Q1919727) (← links)
- Trimmed portmanteau test for linear processes with infinite variance (Q2267596) (← links)
- A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach (Q2852494) (← links)
- Identifying infinite variance arma models using a robust pukk1la koreisha kallinen strategy (Q3125799) (← links)
- Portmanteau tests for ARMA models with infinite variance (Q3552840) (← links)
- Rank-based statistics for testing the whiteness hypothesis of time series (Q5087518) (← links)
- Empirical likelihood-based portmanteau tests for autoregressive moving average models with possible infinite variance innovations (Q6073459) (← links)
