A simple portmanteau test with data-driven truncation point (Q6567422)
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scientific article; zbMATH DE number 7876396
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple portmanteau test with data-driven truncation point |
scientific article; zbMATH DE number 7876396 |
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A simple portmanteau test with data-driven truncation point (English)
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5 July 2024
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White noise test
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maximum autocorrelation
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information criteria
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time series
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