Rank-based statistics for testing the whiteness hypothesis of time series (Q5087518)
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scientific article; zbMATH DE number 7551964
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rank-based statistics for testing the whiteness hypothesis of time series |
scientific article; zbMATH DE number 7551964 |
Statements
Rank-based statistics for testing the whiteness hypothesis of time series (English)
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1 July 2022
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autocorrelation
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partial autocorrelation
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simulation
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skew-normal distribution
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stable distribution
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whiteness
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