ARMA model checking with data-driven portmanteau tests (Q6596734)
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scientific article; zbMATH DE number 7905237
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ARMA model checking with data-driven portmanteau tests |
scientific article; zbMATH DE number 7905237 |
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ARMA model checking with data-driven portmanteau tests (English)
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2 September 2024
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time series model fitting
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white noise test
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recursive residuals
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residual autocorrelations
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