Inference for the fourth-order innovation cumulant in linear time series (Q2789392)
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scientific article; zbMATH DE number 6547374
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for the fourth-order innovation cumulant in linear time series |
scientific article; zbMATH DE number 6547374 |
Statements
29 February 2016
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bootstrap
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fourth-order cumulant
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innovations
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lag-window estimation
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pre-whitening
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0.8546115
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0.8542125
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0.8350616
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Inference for the fourth-order innovation cumulant in linear time series (English)
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