Diagnostic test for unstable autoregressive models (Q5758158)
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scientific article; zbMATH DE number 5185999
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diagnostic test for unstable autoregressive models |
scientific article; zbMATH DE number 5185999 |
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Diagnostic test for unstable autoregressive models (English)
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3 September 2007
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diagnostic test
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model checking
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Ljung and Box test
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unstable autoregressive model
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squared residuals
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limiting distribution
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