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Testing Independence in Linear Process with Non-Normal Innovations - MaRDI portal

Testing Independence in Linear Process with Non-Normal Innovations (Q3017850)

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Testing Independence in Linear Process with Non-Normal Innovations
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    Testing Independence in Linear Process with Non-Normal Innovations (English)
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    20 July 2011
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    Bahadur representation
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    \(m\)-dependence
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    sample quantile
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    stable distribution
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    strong mixing process
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