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Detecting dependence in heavy-tailed time series using Portmanteau-type dependence tests - MaRDI portal

Detecting dependence in heavy-tailed time series using Portmanteau-type dependence tests (Q3517615)

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English
Detecting dependence in heavy-tailed time series using Portmanteau-type dependence tests
scientific article

    Statements

    title
    Detecting dependence in heavy-tailed time series using Portmanteau-type dependence tests (English)
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    author
    Colin M. Gallagher
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    publication date
    12 August 2008
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    zbMATH Keywords
    dependence
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62M07
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    62E20
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    60G10
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    62M09
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    zbMATH DE Number
    5310438
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    OpenAlex ID
    W2387959028
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