The BDS statistic and residual test (Q1402993)
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scientific article; zbMATH DE number 1972564
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The BDS statistic and residual test |
scientific article; zbMATH DE number 1972564 |
Statements
The BDS statistic and residual test (English)
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31 August 2003
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correlation integral
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BDS statistic
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SARIMA model
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AR Error model
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Anderson's correlogram test
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Spearman's rank correlation
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