Empirical likelihood-based portmanteau tests for autoregressive moving average models with possible infinite variance innovations (Q6073459)
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scientific article; zbMATH DE number 7738978
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical likelihood-based portmanteau tests for autoregressive moving average models with possible infinite variance innovations |
scientific article; zbMATH DE number 7738978 |
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Empirical likelihood-based portmanteau tests for autoregressive moving average models with possible infinite variance innovations (English)
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16 September 2023
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ARMA model
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GARCH process
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diagnostic checking
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empirical likelihood
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infinite variance
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