A New Test for Short Memory in Long Memory Time Series (Q5885377)
From MaRDI portal
scientific article; zbMATH DE number 7671729
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A New Test for Short Memory in Long Memory Time Series |
scientific article; zbMATH DE number 7671729 |
Statements
A New Test for Short Memory in Long Memory Time Series (English)
0 references
3 April 2023
0 references
autoregressive fractionally integrated moving-average
0 references
goodness-of-fit test
0 references
Portmanteau test
0 references
sample autocorrelation
0 references
0 references
0 references
0 references
0 references
