ARMA model checking with data-driven portmanteau tests (Q6596734)

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scientific article; zbMATH DE number 7905237
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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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